Add a changelog for filename encoding in template action fix

changelogs/fragments/template-filename-encoding.yaml

@@ -0,0 +1,5 @@
+---
+bugfixes:
+- template action plugin - fix the encoding of filenames to avoid tracebacks on
+  Python2 when characters that are not present in the user's locale are
+  present. (https://github.com/ansible/ansible/pull/39424)