These are the characters I get if I save a file containing just "Č,Ć,Ž" with CP1250 (aka. WINDOWS-1250) encoding and reopen it:
"È,Æ,Ž", because they are detected as CP1252.
Nevertheless they are shown correctly if I type (or better copy) them into C::B's editor, and the file will be saved as UTF-8 in this case automatically.
My default encoding is UTF-8, but I am on linux and will test on windows later (not today).
What happens if you force C::B to use CP1250 ("Settings -> Editor -> Encoding -> Use this encoding -> As defasult ...") or if you check "Try to detect latin-2 encodings ..." ?
What is your system default encoding ?