Thanks for reporting this @masakari -
Perhaps say a German, French or Spanish user can report and offer advice on their regional environment SMS setting issues?
Perhaps dig up and post an error traceback, to identify where the issue lies say a regional translation snag - be sure to check logs like /var/log/message.
For clues and pointers maybe check for forum threads like this Unicode support for SMS - #4 by Pawan
And also here too for leads and ideas Issues · frappe/erpnext · GitHub