C:\> emacsclient --server-file=whatever --eval "(nonexistent)"
*ERROR*: Symbol’s function definition is VOID: nonexistent

That's obviously UTF-8; if I change my console's codepage to 65001

*ERROR*: Symbol’s function definition is VOID: nonexistent

But that's not what puzzles me. What I don't understand is how that message
is defined in data.c using an APOSTROPE (#x27), but emacsclient is
receiving a RIGHT SINGLE QUOTATION MARK (#x2019).

Where is that change happening?

As an aside, perhaps it would be nice to have a way (a -coding command or
whatever) for emacsclient to tell server.el its output coding system...