Since at least part of your struggle has been with cmd.exe not handling UTF8 well, I wonder if you have considered Windows Terminal, which purports to handle UTF8 better?
https://www.microsoft.com/en-us/p/windows-terminal/9n0dx20hk701
I'm not saying it will solve everything, but it might at least remove one layer of confusion.
Well, I'll probably start using that "Windows Terminal" thing when it actually is built into Windows. I've heard it mentioned numerous times, but it's some kind of "external download" and involves the vile "Windows Store" on top of it, and I know it will cause numerous issues since everything about my system expects cmd.exe. I spent ages trying to get PowerShell (which is apparently now already outdated if Windows Terminal is the new "hot" terminal to use...) to work properly, but it never did, and thus I'm not very eager to switch.
Plus nothing else other than pg_dump has any problems with Unicode, so that's also a bit... odd.
PS: I actually just tried following the link to download it, but it just gets stuck at a nag screen to make me "log in" to my (nonexistent) "Microsoft account". Ugh. Not a chance. Sorry.