I've changed it on server side.

Then I started SqlPlus on serves side with nls_lang values american_america.utf8 and to
slovenian_slovenia.utf8

still there was quoted string...

Then I changed it to
american_america.ee8mswin1250 and to
slovenian_slovenia.ee8mswin1250

inserted value to long

P.S.
My machine from where I am connection the regional setting are
Location : Slovenian
Language (checked) : Central Europe (default), Cyrilic, Western Europe and United States.

Is the problem with the language selection?

P.S. Slovenian language is part of CE