The '#' symbol has a special meaning in URL - a fragment. It denotes that section in file the client should "scroll to", like in this URL:
https://developer.android.com/reference/android/app/NotificationManager#IMPORTANCE_LOW
So UnityWebRequest is actually trying to download a file pointed by URI up to the '#', we can't possibly have any scroll support as we don't handle presentation.
The ASCII code for '#' is 23, so replacing '#' with '%23' should work.
You may also try passing the full file path to System.Uri, hopefully it escapes it correctly. UWR does support Uri as an alternative to string.
file:// not necessarily means local file, it can be a file on a network share, at least on Windows we should support that.
As long as passing System.Uri works, we don't intend any more complex support for URIs passed as string. It is advised to use Uri class, as there are many corner cases and often made mistakes with string, for example the mentioned "file:///" is wrong, it is the correct thing to prepend on Windows, but not on other OSes.