@raoulvm, hello! Thank you for answer. You gave me the right direction. I found a function that is responsible for the output in the rasa shell in the file rasa/core/channels/console.py
I added the strings:
str_to_console = message.get("custom")["text"]
rasa.shared.utils.cli.print_color(str_to_console.encode().decode('UTF-8'), color=color)
And now my bot answer in console correctly, in right encode