I met same problem as this post.
(When using u8g2 lib, I can not display unicode strings.)
I could success only with the IDE's version before 1.6.5.
I found that flags are some different both 1.6.5 and after this 1.6.6 to 1.8.3 like below.
version 1.6.6
avr-g++ -c -g -Os -w -std=gnu++11 -fno-exceptions -ffunction-sections -fdata-sections -fno-threadsafe-statics -w -x c++ -M -MG -MP -mmcu=atmega328p -DF_CPU=16000000L -DARDUINO=10606 -DARDUINO_AVR_UNO -DARDUINO_ARCH_AVR "-IC:\hardware\arduino\avr\cores\arduino" "-IC:\hardware\arduino\avr\variants\standard" "-IC:\hardware\arduino\avr\libraries\SPI" "-IC:\Users\swshi_000\Desktop\ard-try\arduino-1.6.6\hardware\arduino\avr\libraries\Wire" "-IC:\Users\swshi_000\Desktop\ard-try\arduino-1.6.6\portable\sketchbook\libraries\U8g2\src" "C:\Users\SWSHI_~1\AppData\Local\Temp\buildf39998f00c6f0e1d2da05ebb82fde707.tmp\sketch\Korean.ino.cpp"
version 1.6.5-r5
avr-g++ -c -g -Os -w -fno-exceptions -ffunction-sections -fdata-sections -fno-threadsafe-statics -MMD -mmcu=atmega328p -DF_CPU=16000000L -DARDUINO=10605 -DARDUINO_AVR_UNO -DARDUINO_ARCH_AVR -IC:\hardware\arduino\avr\cores\arduino -IC:\hardware\arduino\avr\variants\standard -IC:\portable\sketchbook\libraries\U8g2\src -IC:\Users\swshi_000\Desktop\ard-try\arduino-1.6.5-r5\hardware\arduino\avr\libraries\SPI -IC:\Users\swshi_000\Desktop\ard-try\arduino-1.6.5-r5\hardware\arduino\avr\libraries\Wire C:\Users\SWSHI_~1\AppData\Local\Temp\build2289364700531702295.tmp\Korean.cpp -o C:\Users\SWSHI_~1\AppData\Local\Temp\build2289364700531702295.tmp\Korean.cpp.o
Although I'm not familliar to avr-gcc but, I guess that this problem is caused from avr-gcc or some settings of avr-gcc.
How can I solve it?