The file name appears no good http://img2.timg.co.il/forums/5/1280_0_c962aa08-2dfd-41cf-a17f-0f7ff4609160.jpeg
I have improved the bug's title, although it doesn't seem to be a bug from thunar-volman, but xfdesktop. Please give us more info, for example, if it only happens on desktop or also on thunar, if you change the locale to English if the bug persists...
The bug does not happen in English. It only happens right to left languages like Hebrew.
Tried to change the locale to Hebrew here: http://i.imgur.com/3Pqdrg4.png Things seems normal, but I'm using almost every component of xfce from git(building them myself). Which distro are you using? (I guess Xubuntu 14.04 or 14.10). I'll give a try on a VM as soon as you answer.
Does it still happen with xfdesktop 4.12?
Closing, reopen if this is still an issue with 4.13+