The filenames that are used when you click those Open icons are based on the Name value provided when the document is submitted (the same value displayed in the Name column on that page in DAT), and any spaces in those names are encoded as plus signs.
Unfortunately, newer versions of IIS, by default, don't allow plus signs in URLs, so that's why you're getting an error.
The most recent version of DBXL comes with a new version of DAT that shouldn't have this issue, but in the meantime, there are two workaround options.
Option 1: Don't use Name values that have spaces in them. (You could replace the spaces with underscores or remove the spaces when you submit documents. I realize this isn't a very ideal option.)
Option 2: Modify the DBXL service's web.config to allow plus signs in filenames. You can follow any of the approaches under the Resolution section of the following page (it's a support page for some service called JIRA, but the idea is the same): https://confluence.atlassian.com/jirakb/urls-that-containing-a-plus-symbol-can-t-be-displayed-370704515.html