A quick one from the forums: basically, don’t use special characters in your Endpoint Protection policy names. There is (apparently) a confirmed bug when doing so. I’d say this is generally a good practice for the naming of any and all objects in ConfigMgr (and other products) – stick to the normal alphabet  (although using a dash or underscore is useful and should typically be alright) – as I heavily doubt test cases explicitly ever account for anything other than the normal alpha characters.

For reference: Failed to trigger EP Installer to install.- R2 client.