James Ferebee notes a problem:
A customer opened an interesting case stating SQL Server Management Studio (SSMS) would not display EUDC (End-User-Defined Characters) properly. More information on EUDC can be found here: End-User-Defined and Private Use Area Characters.
After testing, it was identified by default, both SQL Server Management Studio and Visual Studio encountered this problem. In contrast, Notepad.exe displayed the desired character as intended. A shared aspect of SSMS and VS is the use of Windows Presentation Foundation (WPF).
Read on to see an example of how to create an EUDC and the workaround. I’d never even heard of EUDCs before, and the steps involved to get it to work probably explains why.