Slovenian charset is ISO8859-2,
NLS_LANG=slovenian_slovenia.EE8ISO8859P2
I do not know already what is wrong, when I changed English Windows to be Japanese, I could use UTF8 charset as client charset.

Slovenian is a language of Easten Europe BUT NOT Central Europe.

You wrote:

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