Hello Mikko Jakonen , 

As you have stated this only happens 'sometimes' then maybe this is down to the font adaption settings-

What happens when you set this to Finnish and select a supported font?

Also it might be worthwhile mentioning, that Microsoft dropped the Arial Unicode MS font after the MS Office 2013 release.

So this could also be part of the problem if some translators  (could go some way to explain the

Unknown said:

At least in some scenarios this causes problems

Yes it would be the best option to not use them, but it can't be avoided in our workflow. And this really shouldn't be an issue.

Would you mind checking whether this happens at your setup:
I created a de-DE-pl-PL project for a file with diacritics:

Studio project folder:

When I create a project package and open it in WinZip the diacritics get corrupted.

Looks rather like a problem of the tool used to display the package content... what application is that?
Are you perhaps renaming the package to ZIP and then using the Windows Explorer compressed folder feature (or what is the official name) to display the content?
That feature is notoriously known for being stupid and buggy and to NOT support Unicode inside ZIPs properly. You may want to make sure that your Region options in Control Panel are set correctly, i.e. that the Format is set to your country. And to be on the safe side, make sure that your Language for non-Unicode programs (on the Administrative tab) is also set correctly.

Mikko Jakonen said:

When I create a project package and open it in WinZip the diacritics get corrupted.

Check https://www.google.com/search?q=unicode+names+in+zip

There might be some extra option in WinZip for UTF-8 encoded Unicode names inside ZIPs.
This is clearly NOT a Studio problem, but a problem of badly programmed or misconfigured 3rd party tools.

I'd bet that the filenames do not get corrupted when using purely Studio to process the packages, i.e. without any 3rd party tools manipulating the packages.