The third party library situation is indeed trickier. I've never found a library that I couldn't get to open Unicode paths eventually though. Sometimes you have to open a file handle yourself and pass it to the library.
Edit: By the way the worst handling of Unicode paths on Windows I have found is by Ruby, which is still partially broken. (last time I checked)
What is broken? Have you reported it? I've reported a related bug this week (File.truncate called CreateFileA() with a UTF-8 string). I even had a working patch but forgot to attach it. Anyway it was almost immediately fixed including various additional tests for other File class methods (which handled Unicode without any problems).
Edit: By the way the worst handling of Unicode paths on Windows I have found is by Ruby, which is still partially broken. (last time I checked)