How to save a file with unicode characters?

[Josef Lowder]

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How can one save a file that contains unicode characters? 

When I try to save such a file, I see the following message: 

[[The selected encoding cannot encode every unicode character
  in this document. Do you really want to save it? There could
  be some data lost.]]

When I view the file containing the special characters (Greek 
characters) in kwrite, they display fine, but when I save to 
a file and reload, those Greek characters disappear. 

When I paste those characters into my email client message 
body, they appear on my screen (for example: πίστις Χριστο), 
though I don't know if they will be retained as I send this 
message.