Any decent theme or plugin will run URLs through the esc_url function to ensure the string is a decent URL. As you can see, there is a filter at the end of that function which allows you to change the outcome. You could use that to put special characters in the URL or even undo the whole escaping process.
Please beware that escaping is not done for nothing. Apart from preventing invalid URLs it also solves security issues with code injected through
a URL.