I deal with it by not using Capture One all that much anymore. I mostly use Lightroom now, and if I need to shoot tethered I use the EOS Utility
Same here... actually I usually do tethered shooting into Bridge simply because it's a little faster. Then go to LightRoom for the rest of the workflow after the shoot. EOS Utility/Bridge or Lightroom is a far better tethered workflow with a Canon DSLR than Capture One Pro. Limited file naming is just one of several things that really annoyed me about Capture One Pro. The good thing is that it was dead reliable. When I first got my 5D, EOS Utility was not and that's why I forked over the cash for Capture One Pro. EOS utility has since been through some updates and works like a charm now with more versatility and features than you'll see in Capture One.
Bob Smith