In the 1809 build of Windows 10 I’ve managed to permanently solve this by going to the system’s Language settings
, selecting Administrative language settings
, clicking Change system locale...
and checking the Beta: Use Unicode UTF-8 for worldwide language support
box and then restarting my pc.
This way it applies to all applications, even those ones that I don’t start from a command prompt!
(Which was necessary for me, since I was trying to edit Agda code from Atom.)