Basically you got it right:
-Skin fonts must be chosen to support the language (for every label and playlist)
-Set the Locale in RRconfig to The Language OR if you select 'system' then your DEFAULT standards and formats (incontrol panel) MUST be the same language to display.
-Make sure the 'No Internationalization' option is UNCHECKED
If you do the above and it doesn't work, I'd suggest trying a different font...