Delete file with special characters from un-rooted device
I converted the file into a 240p MP4, downloaded it using Chrome, and I was able to delete the file using Solid Explorer easily. 

I was also able to  delete it using Termux. I installed it, enabled Storage permission for it from Settings app, launched it, and used these commands:


cd /sdcard/Download/   #I had downloaded it in Download folder.
rm FILE_NAME           # to type file name, I didn't actually type it. I used Hacker's Keyboard which comes with Tab key for auto-completion. I typed JER and pressed tab key to automatically load the full file name including emoji (which actually renders as a flame in Termux). 


If you wish to keep your default keyboard, Termux provides two more means to use Tab autocompletion. Either use Volume Up + T to send a Tab to the shell, or use Volume Up + Q to display an additional button row on top of your keyboard, which contains frequently used commands such as Esc, Ctrl, Alt and Tab itself.