UTF-8 stdio in `gdb --interpreter=mi`?

Hi, the open source Visual Studio Code IDE integrates greatly with 
mingw, except for the following culprit:

https://github.com/Microsoft/vscode-cpptools/issues/3444#issuecomment-626623778

Specifically, vscode runs `gdb --interpreter=mi` and then passes 
commands in UTF-8, while gdb expects them in ANSI encoding.
So commands like the following fail (Έγγραφα is Documents in Greek):

(gdb)
1-environment-cd Έγγραφα
1^error,msg="\353\232\232\250\230\255\230: No such file or directory."

One workaround could be for vscode to pass commands in gdb using the 
ANSI encoding (I tested something similar and it works).
But ANSI is limited to 255 characters, it wouldn't work for all files.

Another workaround would be to enable "ANSI UTF-8 encoding for non 
Unicode programs" in Windows regional settings (intl.cpl).
But this is a beta feature, and it would break old ANSI programs.

So, question:
Is there any way to tell gdb that the mi commands it receives are in UTF-8?
If not, can it be implemented, even with some command line flag if 
necessary?

Thanks,
Alkis Georgopoulos

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