Exporting text with non-ascii characters (i.e. bassically all characters that are not on a us keyboard) is only supported for the default text rendering policy "Vectorized Text":
Unfortunately, this text rendering policy will result in the text being embedded as a kind of graphic in the resulting PDF meaning the text in the PDF cannot be selected and copied.
This is a known short-coming of FreeHEP VectorGraphics (the library used for PDF creation in yEd). The really bad news is that FreeHEP VectorGraphics is no longer maintained by its creators. In other words, the situation will not improve any time soon.
