Filenames that include spaces are not understood
Attempting to open a file where the filename includes a space using either the LOAD or CHAIN keywords will fail reporting Could not find file. For instance LOAD "prog file.bas" will give this error even if the file actually exists.
The underlying MOS file APIs that BASIC uses do not have this limitation, and will happily work with names that do include spaces. The BASIC interpreter must therefore be doing something to the filename before passing it to the API.
Not understanding filenames that includes spaces was also a flaw in the MOS CLI in MOS 1.4 and MOS 2.x. The MOS 3 CLI however supports wrapping such filenames in double-quotes. (NB the underlying APIs don't understand double-quotes, as they just accept pointers to filename strings which don't need them.) As on startup BASIC supports detecting an argument of a filename to automatically load and run the file, it should ideally check to see if that filename has been wrapped in double-quotes, and if found remove them before handling the file load.
The OPEN keywords do not have this bug, and will work with filenames that include spaces. My suspicion therefore is that this problem is most likely to do with how LOAD and CHAIN deals with filename extensions.
NB I believe this bug applies to all 3 variants of BASIC, including BASIC V