On a second thought, I am not sure if it makes sense for LightMix to detect illegal characters.
LightMix render elements are named after each object. If an object name includes some illegal character, a render element with this name will be created.
At the same time, the user can always rename a render element to include illegal characters, so this is not specifically a LightMix issue.
When this happens, 3ds Max should show a warning (attached) and this warning should be included in the log files.
I will log this as a more general issue (not only related to LightMix).