Yes, for aterm the WM displays the UTF-8 encoded umlaut in the title without any problem.
And, as mentioned before, the application worked without any problem on tcl 5.4, I only installed GTK2, nothing else.
The WM is whatever comes with tcl. Because GTK2 is not installed by default, the WM doesn't use it. As mentioned before, there is UTF-8 in the application, the shown message is hard coded. If I change the encoded umlaut to two ASCII characters, they are shown. For the aterm example I used the encoded umlaut from the application, modified a script with hexedit.
I installed getlocale, selected de_DE.UTF-8, loaded mylocale, nothing changed. Again, locale was not necessary on tcl 5.4.