Thanks to Oultook spy I can see more details:

on computer 1:
ost replica has this STORE_UNICODE_OK
here the characters not disappearing
on computer 2:
ost replica has this STORE_ANSI_OK and has no STORE_UNICODE_OK set
here character disappearing immediatelly

on computer 1 the character disappears after re-sync of computer 2 and then
the data go in computer 1 damaged, which is logical

The question now is, what determines whether this flag is set.
Both computers use Outlook 2003 EN SP3.

Maybe corrupted profile? I wanted to change the valuie in Spy but it
returned error something like "VALUE_COMPUTED". But from what it is a
question.

I tried SCANOST+SCANPST. It is a kind of mystery because both computers look
into the same Exchange directory - i.e. into the same store.

it now appears more like a client Outlook version/corruption.
By the way all PST at comp1 are ok unicode and all PST at comp2 are ANSI.

Maybe Activesync or other third party sw ?

If a store supports Unicode there is a flag set on the Store object at
PR_STORE_SUPPORT_MASK (0x340D0003). The bit that tells you if the store
supports Unicode in that PT_LONG is called STORE_UNICODE_OK. See
http://support.microsoft.com/kb/884671 for information on that flag.