Filenames cannot contain Hindi characters

I installed Kubuntu using the graphical LiveCD installer. Right at boot time, I pressed F2 to choose the language and chose Hindi (which showed up garbled, but that's another bug for another day).

I installed the system and chose Hindi as the default language.

However, if I save a file with hindi characters in the filename, the file shows up garbled with a name such as सà¥à¤¨à¥à¤ªà¤¶à¥à¤1.png .

I checked if the NLS utf-8 module is loaded and it is:

techsamvadak@prabhat-laptop:~/Desktop$ lsmod | grep utf
nls_utf8 2176 2

I then checked the locale and got the following output:

techsamvadak@prabhat-laptop:~$ locale
LANG=hi_IN
LANGUAGE=hi_IN:hi:en_IN:en_GB:en
LC_CTYPE="hi_IN"
LC_NUMERIC="hi_IN"
LC_TIME="hi_IN"
LC_COLLATE="hi_IN"
LC_MONETARY="hi_IN"
LC_MESSAGES="hi_IN"
LC_PAPER="hi_IN"
LC_NAME="hi_IN"
LC_ADDRESS="hi_IN"
LC_TELEPHONE="hi_IN"
LC_MEASUREMENT="hi_IN"
LC_IDENTIFICATION="hi_IN"
LC_ALL=

I then did locale -a to show all installed locales.

C
en_AU.utf8
en_BW.utf8
en_CA.utf8
en_DK.utf8
en_GB.utf8
en_HK.utf8
en_IE.utf8
en_IN
en_IN.utf8
en_NZ.utf8
en_PH.utf8
en_SG.utf8
en_US.utf8
en_ZA.utf8
en_ZW.utf8
hi_IN
hi_IN.utf8
POSIX

Seeing that the locale did not have support for unicode, I went to /var/lib/locales/supported.d and edited local to include hi_IN.UTF-8 UTF-8

I then regenerated the locales by doing sudo dpkg-reconfigure --force locales

Now, locale -a also shows me

hi_IN.utf8

However, despite ensuring that Hindi was chosen in the language settings tool, the locale remains hi_IN. I apprehend that this is the root of the problem.

When Hindi is chosen at boot or during the ubiquity language choice screen, the default locale should be generated and set to hi_IN.utf8.

Further, how does one change the running locale ?