\uNNNN
escapes do not make sense in byte strings because they do not specify a sequence of bytes. Unicode code points are conceptually abstract representations of strings, and do not straightforwardly map to a serialization format (consisting of bytes, or, in principle, any other sort of concrete symbolic representation).
There are well-defined serialization formats for Unicode; these are known as "encodings". You seem to be looking for the UTF-16 big-endian encoding of these characters.
aa = 'abc\u6df7\u5408def.mp3'.encode('utf-16-be')
With that out of the way, I believe the rest of your code should work as expected.
Unicode on disk is always encoded but you obviously have to know the encoding in order to read it correctly. An optional byte-order mark (BOM) is sometimes written to the beginning of serialized Unicode text files to help the reader discover the encoding; this is a single non-printing character whose sole purpose is to help disambiguate the encoding, and in particular its byte order (big-endian vs little-endian).
However, many places are standardizing on UTF-8 which doesn't require a BOM. The encoding itself is byte-oriented, so it is immune to byte order issues. Perhaps see also https://utf8everywhere.org/