When I specify the encoding in LoadFromFile, the following lines disappear from the output (which is really weird), and hence there is no encoding problem, not because the problem is solved, but because there is no line where the problem appeared previously.
I would like to have full information about the exceptions I receive in my scripts.

    raise Exception("Raising exception: АБВГД ĀČĶ āčķ")    ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

Here it works fine with:

  Script.LoadFromFile(aFileName, TEncoding.UTF8);  TInputOutputStub.Output.SaveToFile('c:\users\username\downloads\PythonSample\sample.out', TEncoding.UTF8);

sample,out

Print message: АБВГД ĀČĶ āčķTraceback (most recent call last):  File "c:\users\kiria\downloads\PythonSample\sample.py", line 2, in <module>    raise Exception("Raising exception: АБВГД ĀČĶ āčķ")Exception: Raising exception: АБВГД ĀČĶ āčķUnhandled exception caught: EPyException: Exception: Raising exception: АБВГД ĀČĶ āčķ

Why did this line disappear?

This line does not come up in either IDLE or when you run the script with python
python sample.py

The output I am getting is identical to that of IDLE and python.

Yes, but if you remove encoding, this line appears and it shows the exact cause of the exception.
For my project this information would be useful.