I think it is an ifdef problem. WinCE api is mostly unicode by default, and thus defines unicode. (this goes back to 2.2.0 times, 2007)
However newer Delphi (2009+) also have moved to unicode and also use symbol unicode to identify.
In short, Zeos thinks that because of symbol unicode (which for wince only signals to use -W API functions as default), that functions from the D2009+ RTL are available.
I don't have an easy solution, this is the stuff that will require a full audit of the "unicode" symbol usage.