mc12345678's explanation fits my situation. The whole database is in utf-8. Disregard the original error log.
The alphabetical list at the bottom of the Location/Taxes -> Countries lists all english characters followed by all characters of the other langugage. Every character's associated URL is like: "localhost/store/admin/index.php?cmd=countries&page=F" for the countries starting with "F" for example. The characters associated links are built correctly for both languages. However the URLs of this list work only for the Latin characters. When I click on a character that is from the other alphabet it takes me to the "A" section of the english country names.
What I noticed so far is that the $_GET['page'] value in customers.php, line 11 should be set to the character in the link but this is only the case with latin letters. In the other language it is an empty string.