Have you uninstalled, redownloaded, and reinstalled UTAU since changing your locale? It needs to be downloaded and installed after changing your locale or it will remain corrupted.
Also, be sure it was your locale (language for non-unicode programs) that you changed, and not something like your system language, region, input language, or time and date settings. People often mistake one of these other settings for their locale. Also make sure you've restarted your computer since changing the locale, in case you haven't.