Here's a tip - checking the Unicode checkbox in the CF Admin for your datasource only actually works when you have <cfqueryparam> for your variables.
Traditionally, col = '#content#' doesn't work to insert, say, Chinese characters unless you put an 'N' in front of the content: col = N'#content#'.
When you use <cfqueryparam> for your data, you lose the ability to place that 'N' in front, therefore, we have the checkbox, hidden under the advanced settings for your DSN, shown here:
When you check the box, you may expect it to universally work with all your nvarchar and ntext data everywhere, but it only works where you have implemented <cfqueryparam> tags for your content (which probably should be everywhere, anyway).