You can try this;
Code:
SELECT HEX(somecolumn) FROM sometable WHERE somecondition
The statement should return data from a single column/row combination containing a non-latin string. Next try to enter the expected non-latin string in a HEX-editor or just a 'hexdump' program of some kind (Linux 'hexdump' command for instance).
If the SQL-statement and the HEX-editor does not return the same hexadecimal string then the data are not stored in the database as what you think.
It may (depending on what exactly the issue is) be a workaround to use SQLyog 5.32 as before 6.0 we had an option to define client character set (after full unicode support in 6.0 that is not required – client character set is now simply always utf8).