If your title is correct, it looks like you are reading UTF-8 data in a session that does not support this encoding (probably some form of wlatin).
UTF-8 can encode many characters that do not exist in wlatin. So these characters are lost, as the message describes.
To avoid losing them, you should run your SAS session using UTF-8 encoding. That's a start-up option.
A similar issue arises when moving files to/from mainframes as some characters only exist in ASCII or EBCDIC representation.
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