Postgresql: How to avoid encoding issues when copying a schema from one server to another?
This looks like you are migrating from one OS to another (like Linux / Windows or something like it), because different OSes have different names for locales.

One way I would do it is to find out the exact locale name on the target system which corresponds to the one on the source, then use a text dump (the "normal" output of pg_dump) and on the target system, use psql to log in and set the "client encoding" to whatever the locale name from the first step is, then load the dump with \i.