what the arduino is reading is not what it should be
It's more likely that the arduino is reading the unicode just fine, but is not managing to transmit/display to whatever display device you are using. What you're getting is probably the result of displaying 8bit codes greater than 128, while what you want is to display 16bit unicode. (what IS your display? For instance, I don't know offhand of any "Serial monitor" like programs that read unicode... The Arduino Serial Monitor certainly doesn't do it.)