It is currently not possible to achieve what you want to do. According to the blog post on the official blog -
At present, the characters allowed in a custom URL are limited to: a-z, A-Z, 0-1. The only special characters available are underscore, dash, and period.
The Labels field has no such limitations and allows for using encoded characters (for example - https://tests-blogger.blogspot.com/search/label/%D9%8A%D9%83%D8%AA%D9%85%D9%84)
