When I enter /media/WDC Combo into the Mount Point area of gkrellm's built-in File System monitor, gkrellm only saves /media/WDC. I can't even enter /media/WDC\ Combo/ like I would in bash - that still only saves as /media/WDC. In short, the file system monitor doesn't accept spaces in the location. I'm using gkrellm 2.2.5 (stable).
Ask upstream to fix it, not a Gentoo issue.