Invalid File Name

Hi all,
Sorry for my poor english.

I have a SDHC 32GB card and I formated it to exFAT, because I need it for a file that is bigger than 4GB.
Everything looks and run good, expect 2 files (my own) that I can´t open and read it, the App says "Invalid FIle Name".
I can see it´s Properties with File Explorer, no problem there.
I did re-format to it´s Original FAT32 format and I can read those files normally.
To format to exFAT I used Windows, to format back to FAT32 I used SDFormater from SD-Org.
I had a 64GB SDXC card, I formated it Windows and my Android did not recognise it.
I spent 8h around this problem till I found that it was the SD Card format problem.
Has it to do with Windows Format utility ?

Arc said:

NTFS works good for me to copying files bigger than 4GB.

Hi Arc,
Thank you very much, NTFS is working.

I did some further research on the issue, using a SDXC 64GB, native format, on other PC and the problem still there.
I found out that the problem is related to the Folder Name, it can not have Spaces on the name.
It can be as long as I wish, but if there one Space on the name, there coming the error "Invalid File Name".
So, there is a bug, either is my App to old and is not totally compatible with exFAT or there is a problem with exFAT itself.
Thank you.