Why filename can't be displayed correctly via SSH client, while SFTP client works well?

Just see the image below, both using UTF-8 encoding.

Not sure about this one dude

try to  see if Myron or Tony can help with this 

Thank you, but what is the Myron or Tony ?

Myron and Tony are people.

ls will display question marks if it thinks the filenames have non-printable control codes in them.

UTF-8 filenames will often do that.