This is my format string now:
[bibtexkey]_[title:regex(":","_"):regex("/","_"):regex("-","_"):regex(" ",".")]
It does not catch all non-alphanumerical characters as I wanted, but using \W crashes the application and so does trying to escape the dot for example. I will stick with this one as it will cover most cases.
However, it would still be nice to get the plugin to automatically download pdf files…