In Mathematica 10.0.0 for Windows, I have experienced similar problems.
When non-ASCII characters were placed after \ in a string, they were decoded in a strange way. (Character '' is used as a path separator in Windows).
ToCharacterCode["\\a", "Unicode"](*OK*)
{92, 97}
ToCharacterCode["\\", "Unicode"](*OK*)
{92}
ToCharacterCode["μ", "Unicode"](*OK*)
{956}
ToCharacterCode["\\μ", "Unicode"](*Strange!*)
{92, 92, 58, 48, 51, 98, 99}
"μ" in this expample can be some Chinese/Japanese characters. It makes a severe problem because this sometimes happens in file path such as "C:\MyData\μ-channel\" in Windows. I could avoid this problem by using "c:/MyData/μ-channel/".