I started investigating this locale thing a little bit more, and after looking at Axel's screenshot again I noticed my locale was set to LANG=en_US.utf8, while his was LANG=en_US.UTF-8. Issuing export LANG=en_US.UTF-8 and running zsh again fixed all of my missing character issues, so it must be an issue with the locale (en_US.utf8 is "incomplete" somehow). Interesting in that my locale.gen file is clearly set to build the "en_US.UTF-8 UTF-8" pack...
~Connor
