Compiling error while using non-ASCII characters in class name

Assignment requires that I use non-ASCII characters when naming main class:

public class SõnadeAnalüüs { public static void main(String[] args) {

//code

I use IntelliJ. When trying to run I get Error: Could not find or load main class SonadeAnaluus Caused by: java.lang.ClassNotFoundException: SonadeAnaluus.

If I replace ä and ü with a/u, everything works.

I have changed encoding to UTF-8 in every possible place.

Is there anything else I can try?

EDIT: How I use IntelliJ: 1. Start new Java Class, write code, run it using Run MyClass.main() (Ctrl+Shift+F10). Like I said, when not using umlauts, everything works.

EDIT2: I am quite new to programming and this community, so I apologize in advance if I do something wrong.

Thank you