Found a solution. My PHP.ini settings were wrong. I changed PHP.ini to this and problem is gone:
default_charset = "utf-8"
mbstring.internal_encoding=utf-8
mbstring.http_output=UTF-8
mbstring.encoding_translation=On
mbstring.func_overload=6
Fabio, once I edit and re-save the post, the special characters become question marks or disappear completely from my published pages.
Something goes wrong when my data gets written into MySQL…but i don’t know where.
Sorry, this was indeed not clear from my question :-S