Having the same problem using U++ with Linux. My default charset and all my files are UTF-8, when I make a string and put some unicode characteres in there like: ♩♪♫♬♭♮♯
They show up as boxes, but they do work for the end-goal. In my case this is console output.
Thus the problem lies with the rendering. Therefor I first tried different fonts in the environment settings, but no luck there. (these fonts do have success when using other programs like gnome text-editor).
Then I tried an ide version compiled with NOGTK, but it has the same problem.
Since it just the 'viewing' that is broken it might be low priority, but if you can take a look or direct me to the files I should look into; I'd be glad to help.