DB2 on Windows: Fix encoding in db2cmd and for JDBC
After opening a support case with IBM, they gave me the clue that lead to a solution:


  -> Could you first right click in the title bar of the Command Window and take "Properties".
  
  Is it using a TrueType font for displaying characters?


As it turns out, changing the font (wtf?) changes the display of said characters.

This is some specific behaviour for the DB2 CLI window: Opening a regular cmd with a non TrueType font works as expected.