That's a tricky one. I suspect the reason it doesn't like the filename is that the percent signs are used in Modelbuilder for Online Variable Substitution. (You did not state it, so I am assuming you are not already using Inline Variable Substitution).
Examples of inline model variable substitution—Help | ArcGIS for Desktop
One potential solution would be to do some processing before running the main model so as to rename the files to not have the percentage signs. This would likely have to be done outside Modelbuilder, as the typical way to easily rename files is to employ Inline Variable Substitution.
There may be a way to employ "Escape characters" to allow Modelbuilder to realize that the percent signs are not part of online variable substitution. Offhand, though, I don't know what those are for Modelbuilder. As an example, in Python \ and r are used in certain cases to allow string input with certain characters to be used without being interpreted as something else.
Chris Donohue, GISP
