Here's information about locale!
Locale is the main error cause.
Also, is the voicebank okay? Are you using a correctly formatted VB with a corresponding UST (for example VCV, VC, VCCV, where V is for vowel, C for consonant. CV samples are "ka", "se", "te", etc, VCV samples are "aka" "iti", "aか" etc. The lyrics are basically shortcuts for UTAU to know what wav files to play. If your lyrics contain syllables that aren't coded into the voicebank with filenames or aliases in the oto, UTAU doesn't know what sounds to use for the lyrics.
Some banks are romaji encoded, some japanese, then you need to convert the lyrics to either romaji or hiragana, to correlate with the coding of the voicebank!
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Lyric conversion is easy as heck, there are plugins for it (I use them all the time bc my banks are romaji coded and I use hiragana usts)