So this is what I got now:

Ensemble 2016.2.0.636.0 / Windows 10.

Are you using Linux? I suppose $zcvt is still required.

win10 / Cache 16.1 / Unicode

@eduard93, my is unicode, too.

Any ideas why this is not consistent between our machines?

Try:
do req.SetHeader("Content-Type", "application/json; charset=UTF-8;")

This also doesn't help.

tested on win7 cache 2016.1.0.617.0, in windows notepad encoding is ok.

@gnibeda with or without $zcvt?

@eduard93, I asked him to try your version.

Here are the files:
chat (my).txt
chat (Anton's).txt

When I open Anton's file in Notepad, I got wrong encoding. However, when I open this file in Notepad++ it is OK.

https://community.intersystems.com/post/how-detect-character-encoding

@eduard93, maybe refer this conversation on DC? And the two version of code.