Slash ('/') is not escaped in the Page title when navigated to via WebDAV. Instead, anything past the '/' will be seen as a new directory.

Example:
Space title is "TEST/SPACE" and key "TS", so its Home Page title is "TEST/SPACE Home". When WebDAV is trying to navigate to it, the directory tree will be seen as:
/default/Global/TS/TEST/SPACE Home
instead of
/default/Global/TS/TEST\/SPACE Home

(white space doesn't seem to be a problem though)