This is probably a function of what fonts are chosen for those labels. All dialog boxes always use MS Sans Serif, but the actual entries on the plot will use whatever font you've assigned to that entry. (After writing this, it occurs to me that I should look into using the font assigned to a specific label, and that might clear up some confusion.)
If that clue doesn't solve your problem, please save your graph as a DPlot file and send it to me.
Dear David,
thank you for prompt response. I resolve that problem, which was caused by me by wrong – actually I left default - selection of Font Script. When I change font script from Western to Central Europe all characters showed correctly. I am sorry for reporting this as a DPlot bug.
Best regards from Slovenia, Gorazd – Dplot fan +++++