I am not the expert on WP ALL IMPORT. It may not be able to convert non latin characters during import. Or perhaps there is a way to convert – but you’d need to contact WP ALL IMPORT support.
The theme works with WordPress default settings for images. We have no special restriction. And I am not aware of issues importing images with non latin characters. But again, I haven’t worked myself with this import tool. I just know for sure it works as other clients used it.