Ok. It's weird that some things have the right collation and others don't. I don't know if this is something I should look into (a bug in the installer) or something else.
You can change the collations for everything with PHPMyAdmin. It's not fun, but you can edit the column collations - there is an edit feature for each and every column. Simply choose that, change the collations to what we need and save. It's a slow process, but it will work.
Start with the 'content' column in the _objects table and then see if you can add accented characters - you will need to input them again and then save to see if it works.