FileWriter writes the file with the system table. On Azerbaijani Windows that is often Cp1254. ə is not there, so the letter becomes ?.
Files.writeString writes UTF-8, but it does not put three bytes at the start. Excel can still open that file with the system table. ödəyici then looks like ödÉ™yici.
Put EF BB BF at the start. Do not write Cp1254.