Unable to save Scenario: "Unknown Exception: unsupported Unicode"

I’m using a HTTP module to download a zip file containing XML data.

Although I’m able to extract the zip file and convert it to true XML in a later steps, I’m unable to save the scenario due to an ‘Unknown Exception: unsupported Unicode escape sequence’.

This seems to be caused by the actual data that is returned (weird characters, see image).

Anyone knows how I can solve this?