The main thing I can suggest is to verify that the client and server agree on the encoding. It's been years since I've used Reflection; hopefully it supports UTF-8. Check your settings and/or documentation.
When you're in a Caché session, look at the value of the $zmode special variable:
I'm not sure offhand what determines the default I/O translation table for a terminal, but if you see "RAW" instead of "UTF8", you can set it manually: