Sorry, I must be going crazy...
I had this code
sCaption = nMap2.GetValueAt(2) & "Φ"
I do swear that the Greek character was not shown.
After I copied the code (to post it here) and ran the app again (just to be 100% sure), the Greek character showed up.
I have no idea what is going on with me.
If I can reproduce what was happening here, I will post again.
Thank you so far, it works now.