Got it working (partially).
The problem is that libcurl supports http/2 protocol and offer this with http header
Servers not supporting it should just ignore the header but seems server used here doesn’t upgrade connection but also doesn’t return any data. So the problem is not character : (btw it works also encoded with %3a) but the server used.
The solution in Kodi Matrix is to disable http2 support with network/disablehttp2 in advancedsettings.xml.
Not sure if this is possible in Kodi Leia build with http2 support (without making own CoreELEC image).
CoreELEC:~/ # more /storage/.kodi/userdata/advancedsettings.xml
Maybe there is some option in the server.