Antoine Pitrou created ARROW-16617:
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             Summary: [C++] WinErrorMessage() should not use Windows ANSI APIs
                 Key: ARROW-16617
                 URL: https://issues.apache.org/jira/browse/ARROW-16617
             Project: Apache Arrow
          Issue Type: Bug
          Components: C++
            Reporter: Antoine Pitrou


The {{WinErrorMessage}} utility function calls {{FormatMessageA}} in order to 
get the Windows error message. This unfortunately returns the message encoded 
using the current "codepage", which can give unreadable results if there are 
non-ASCII characters in it.

Instead, we should probably use {{FormatMessageW}} and then convert to UTF-8. 
At least  {{PyArrow}} expects the error message in a {{Status}} to be 
utf8-encoded.



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