Found the right combination:
Read the E3ApplicationRequest object with:
| final String req_XML_string_2 = new String(req.getParameter("p2").getBytes("iso-8859-1"), "UTF-8"); |
and write the file with:
Writer writer_2 = new OutputStreamWriter(new FileOutputStream("D:\\UTF8Output_2.txt"), "UTF-8");
BufferedWriter fout_2 = new BufferedWriter(writer_2);
fout_2.write(req_XML_string_2);
fout_2.close();