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It's only if the text you are having problems with are actualy written inside the themes files that the encoding of the themes files will matter.
As I understood it, you were having problems with contents and text from various modules.
But if you are unsure, you should definitly make sure all your language files are saved in the right encoding.
Next you should make sure all strings in your database is also in the right encoding.
Since you have allready had it up and running with uft8 on all your supported languages, I do however belive you have no encoding problems with your files nor the database.
I do rather belive the theme you are trying to use, tries to display your text with a wrong encoding.
Best regards,
Daigoro