To let others facing with problem know, I've figured it out what was wrong, the solution, however, only applies to Hungarian.
The solution is to change the value of registry entry HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Nls\CodePage\1252 from c_1252.nls to c_1250.nls, and restart your machine.
Background: For ages, Microsoft has included an improper code page file for 1252, which is the codepage for Hungarian. When Windows is set to this code page, several (but not all) apps cut the double acutes, and ő becomes o, ű becomes u. This is not only aesthetics, but when such applications display an o, they may actually store the character ő, but if you invoke a command which acts on such strings (for example, you launch a file containing ő displayed as o), you'll fail, since the application will look for the o in the string which actually contains ő. Changing the NLS file assigned to the 1252 codepage to that assigned to codepage 1250 will solve the problem.
The problem is not present in Windows 8 an up, but it is present in all older systems.