Hello,
phpdocx supports all charsets as MS Word does. We have tested your code and all characters appear fine when opening the DOCX.
If the strings are already UTF-8 you don't need to encode them again using setEncodeUTF8 (or you'll get a wrong string). Please check that the extension mbstring (http://php.net/manual/en/mbstring.installation.php) is installed and enabled and try again. Also check that the font family you are using supports that character.
If you still have the issue after installing mbstring, please send to contact[at]phpdocx.com the most simple script and the output DOCX that illustrates the issue and we'll run it and send back the DOCX generated on our servers.
Regards.