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You can't clipboard characters that aren't installed on your operating system.
Edit: Example :If you've played multilingual MMOs and ever seeen a big string of ???????????????????????? conversations, that's the software failing to understand the characters. Unsupported characters (like Cyrillic) in EQ are displayed as [] (those solid boxes you see sometimes when people try to copypaste ascii art)

EQ has the capacity built in to display them, your computer does not know how to handle them correctly in the clipboard unless it already has that language installed.

You can also do this through macros, because you can manually insert the character code into the macro which EQ is capable of displaying/interpreting correctly.