The encoding is UTF-8 throughout the entire Mendix framework so if it displays correctly in the client I don't think there is an encoding issue. However, it is possible that some fonts don't support all characters. Have you tried the font Tahoma for example, instead of Arial?
I know this is an old topic but I am having the same issue, however, changing the font family to Tahoma did not resolve it.
Chinese characters display without issue in the app but when I export as a PDF using a document template, I just get ‘#####’ instead of Chinese.
I cannot even get a static label to display Chinese characters. I tried to pass a language object through to the Generate Document object action but that did not work either.
 HTML and Word formats show the characters correctly. This is on Modeler version 6.10.2