Recently we faced a rare situation where in ECC user put a smiley in sales order header text and in BW side it replicated but when creating BWA indexes it kept failing giving illegal character.
In BW it showed # only ( as it shows for all illegal Unicode characters ), but in database sequence d83d was saved which is the Unicode value for that smiley but it is illegal in ABAP. So BW showed # and our code failed to capture it because it was something else and GUI was displaying it as #. SAP did debugging and fix the record from database level.
My requirement is now how to handle these illegal Unicode sequence if something like these smileys etc. comes in future. What should be the approach ?