Force UTF-8 in console and script

I am trying to write a script to backup my files with sftp with WinSCP 4.19 to a mac os x machine. Noticed already in the GUI version that i have to put UTF-8 encoding for filenames to ON in order to transfer files with Swedish characters. Now I cant figure out how to get that setting in scripts/console since those files with swedish chars fail horribly in the console. Anyone?

Please read How do I configure site, transfer and/or any other settings for which there are no script commands?
If that does not help, come back.

Specifically, use the Utf raw session settings:
https://winscp.net/eng/docs/rawsettings#utf