Hi Herman,
Sure you have seen this: http://seer.entsupport.symantec.com/docs/293475.htm but as for support, well its not really that question you should be asking, but just having mixed collation issues...
Also remember, that if you steer away from the default, there could be possible issues in the future, when you do upgrades, as Enterprise Vault could possibly use some other collation when adding a new table or two.