I tried connecting to the Sybase database using a DBI package, but the queries do not return Greek characters correctly.
The same goes for connecting to the SQL server. The following is an example command dbConnect:
library(odbc)
con <- dbConnect(odbc::odbc(), .connection_string = "Driver={SQL Server};server=ATLAS;database=master;trusted_connection=true")
I had no problems when I used RODBC (with the same system DSN)

Table of Contents:

> sessionInfo()
R version 3.4.1 (2017-06-30)
Platform: i386-w64-mingw32/i386 (32-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1
Matrix products: default
locale:
[1] LC_COLLATE=Greek_Greece.1253 LC_CTYPE=Greek_Greece.1253 LC_MONETARY=Greek_Greece.1253 LC_NUMERIC=C
[5] LC_TIME=Greek_Greece.1253
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] odbc_1.1.1
loaded via a namespace (and not attached):
[1] bit_1.1-12 compiler_3.4.1 hms_0.3 DBI_0.7 tools_3.4.1 tibble_1.3.4 yaml_2.1.14 Rcpp_0.12.12 bit64_0.9-7
[10] blob_1.1.0 rlang_0.1.2
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