so if it doesn't work on Windows either the documents are wrong or the code is wrong. Well, you know what I mean - if it's supported and doesn't work, then it's a bug, but if it doesn't work because it isn't supported the documents should say so...
The doc says that it can be fine-tuned.
The german locale work for me with the umlauts.
But then I also have the comma as the dezimal seperator.
Since I want to use newLISP together with autocad, I need the dezimal seperator together with umlauts.
Support for the LC_xxxx constants as additional parameter in (set-locale ...) is very different on different platforms. You would just have to experiment, putting different numbers and see how it behaves.
I believe on Windows different locale support is mainly implemented using different code pages selectable from somewhere in the control panel. I would try an English language locale to get the decimal point and use the codepage settings to get support for umlauts.
I stay for main processing on locale "C" and change my number storage to strings. When I interface with autocad I switch locale temporarly to "GE" to get the umlauts in (source ..).