Okay, I verified the SRT files with DeEd 2.5 are just fine, work in easySUP and other software without issues, checked German and other languages, all good.
Here's the problem: don't mux SRT files. Use SUP files. They are in the project, download it and use them.
Still want to use SRT files? Okay, that's fine BUT you're at the mercy of a lot of factors: there's software support for playback & muxing and OS support for Unicode to start with. Heck, you could be thrown off by just choosing the wrong font. FWIW, I use Win7 and Arial for Latin-alphabet subs.
But I don't use MKV for anything. If you want help getting this working, you could just download and use the SUP files, or, if you really don't want to use the easy-to-use pre-packaged subtitles which are the whole point of Project Threepio, then you should probably post your significantly more complicated SRT scenario in the Project Threepio thread. There are other users there who use the SRT files and they may have more specific MKV help than I can provide.
Please note that Harmy included SRT files for one specific playback scenario, involving renaming the file, not muxing. This scenario works. So does using SUP files, which is my recommendation for all scenarios.