Regular expressions do funky things with Unicode if a non-Unicode-aware locale is set. Yet, they're purely string operations, so I don't think it's expected that they depend on the locale encoding.
$ LC_ALL=C guile3.0 GNU Guile 3.0.7 Copyright (C) 1995-2021 Free Software Foundation, Inc. Guile comes with ABSOLUTELY NO WARRANTY; for details type `,show w'. This program is free software, and you are welcome to redistribute it under certain conditions; type `,show c' for details. Enter `,help' for help. scheme@(guile-user)> (use-modules (ice-9 regex)) scheme@(guile-user)> (match:substring (string-match "\u203f" "\u3091")) ice-9/boot-9.scm:1685:16: In procedure raise-exception: In procedure make-regexp: Invalid preceding regular expression Entering a new prompt. Type `,bt' for a backtrace or `,q' to continue. scheme@(guile-user) [1]> ,q scheme@(guile-user)> (match:substring (string-match "[\u203f]" "\u3091")) $1 = "\u3091" scheme@(guile-user)>