As I understand it, the "Unicode compression" parameter affects only native access tables (ACE / Jet) and does not affect linked ODBC tables. Instead, you probably need to change the "Collation" setting of the SQL Server database itself using SQL Server Management Studio:

For example, with the SQL Server collation option above ("SQL_Latin1_General_CP1_CI_AS"), I cannot filter Greek characters (for example, "γιορτή") from Access, but if I changed the SQL Server database collation to "Greek_CI_AS", then the same access filter will be work.
Edit re: comments
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