Command line, in shell, characters are fine. I work with Unicode always. Example ž or ® I can type everything fine in shell, including in that same software, as long as I am not on the line which is under Completion function. That is why I was thinking it is matter of Term::Completion which I use, and I don't have other Completion function to use, that I know. Even in that function, pressing TAB shows correctly Unicode choice, but under that function, using Unicode does not work.
I found on Internet, but information may not be true, that Term::Readline does not support Unicode.