Can you just create a database UTF8 and say me the psql -l return ? To see if you have windows.1252 on collate.
I wouldn't have that because my server is linux so my collation is en_US.UTF8. I just tested on a French Windows server and the collation is "French, France"
More, if you have an application UTF8, test to insert data (with char as "é € à"...) then open pgadmin to consult them.