I have same problem and was forced to use 1251 charset in my QVS scripts almost year.
Recently I've discovered that QlikView works corrently with UTF-8 encoded qvs files if they have BOM header.
I have almost same toolset as you - Sublime Text and git and it works for me.
In Sublime Text: File / Save with encoding / UTF-8 with BOM
I can confirm that the issue is still present in Qlikview 11.20 SR6. It does not matter if you use the prj-folder or not, I have the issue without it at least.
Vadim's solution works for me too, saving the qvs as UTF-8 with BOM ensures that nordic characters are loaded properly. I've had this problem in other programs (Visual Studio/C#) as well, so this might actually be a Windows-issue, not Qlik-issue. Still it should be handled, though.