Actually you can’t pass a byte array to the SetCaption() method, so that won’t work either.
I’ve looked at the java wrapper code now and there is a bug converting a java String to C++ char* due to the JVM Charset.defaultCharset() setting. On Mac/Linux it defaults to UTF-8, whereas on Windows it depends on the locale. That is the reason you’re seeing correct rendering on Mac/Linux.
The conversion to UTF-8 needs to be handled explicity in VTK. I will push a MR for the fix to the master branch shortly.