The "Linux default" case is irrelevant: no codepage conversion can work with that, also with previous FPC versions.
Please file bug reports for the failing Windows cases, along with an example that demonstrates the problem (for example, it is important to know whether you are testing this with writing to a text file, or to the console -- in the latter case, on Windows you probably also have to configure your cmd windows in a way that supports arbitrary unicode codepoints, because afaik by default it only supports the OEM codepage charset).