I had the same problem recently (fortunately just an Arabic lower third). I tried installing different fonts to no avail. Text was reversed, some characters missing etc. Photoshop was no better than Premiere.
My solution, which would be too complicated for a whole captioning job, was to import text in MS word, copy and paste into MS Powerpoint, then copy from PPT into photoshop as a vector object.
Once it was a vector object I no longer had to worry about how the text characters were misinterpreted and could size and place it wherever I wanted.
Chris Walsh
http://www.musicfog.com
Silver Spring, MD
Premiere Pro CC, FC7 & AVID
Former Windows diehard and edit*or