When using the wClipboard API, the connected peer might not be on the
Windows platform, where further filename restriction exists.
As a result, it is currently not possible to use the wClipboard API,
when intending to allow filenames, containing characters like ':'.
So, add a callback to the wClipboardDelegate, which is set to the
ValidFileNameComponent call by default.
This callback can be overridden by the API user, when it is known, that
there is no need to impose very strict filename restrictions.
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