I had no problems with project files or source files with spaces in their names. Tried with exporting a project file named “My Video.mlt” and a source video with spaces in the names as well, OSX and Shotcut version 16.12.03.
I am sorry to hear that you had trouble with this. Generally it is considered good practice not to use spaces in file names, and instead use an underscore (like this: _ ) or something. Just in case there is a problem with whatever software you use that poorly handles reading spaces. But I don’t think this was an issue with Shotcut, sometimes flukes happen…