Locale error with umlauts in SSMS? Collation error?

When I import alphabets with umlauts, I get the following error despite trying variety of locales

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  • I found this guide here by Microsoft but I cannot configure the SQL Server itself. I can configure my own Windows 10 Pro or SSMS.

    How to fix the locale error in SSMS?

    MS SQL Server is a Microsoft SQL Database product, include sql server standard, sql server management studio, sql server express and so on.