I have been trying to export a large pandas dataframe using DataFrame.to_sql to a MySQL database, but the dataframe has unicode characters in some columns, some of which cause warnings during export and are converted to ?. 
I managed to reproduce the issue with this example (database login removed):
import pandas as pd
import sqlalchemy
import pymysql
engine = sqlalchemy.create_engine('mysql+pymysql://{}:{}@{}/{}?charset=utf8'.format(*login_info), encoding='utf-8')
df_test = pd.DataFrame([[u'\u010daj',2], \
                       ['čaj',2], \
                       ['špenát',4], \
                       ['květák',7], \
                       ['kuře',1]], \
                       columns = ['a','b'])
df_test.to_sql('test', engine, if_exists = 'replace', index = False, dtype={'a': sqlalchemy.types.UnicodeText()})
The first two rows of the dataframe should be the same, just defined differently.
I get the following warning, and the problematic characters (č, ě, ř) are rendered as ?:
/usr/local/lib/python3.6/site-packages/pymysql/cursors.py:166: Warning: (1366, "Incorrect string value: '\\xC4\\x8Daj' for column 'a' at row 1")
  result = self._query(query)
/usr/local/lib/python3.6/site-packages/pymysql/cursors.py:166: Warning: (1366, "Incorrect string value: '\\xC4\\x8Daj' for column 'a' at row 2")
  result = self._query(query)
/usr/local/lib/python3.6/site-packages/pymysql/cursors.py:166: Warning: (1366, "Incorrect string value: '\\xC4\\x9Bt\\xC3\\xA1k' for column 'a' at row 4")
  result = self._query(query)
/usr/local/lib/python3.6/site-packages/pymysql/cursors.py:166: Warning: (1366, "Incorrect string value: '\\xC5\\x99e' for column 'a' at row 5")
  result = self._query(query)
with the resulting database table test looking like this:
a       b
?aj     2
?aj     2
špenát  4
kv?ták  7
ku?e    1
Curiously, the ž, š and á characters (and others in my full dataset) are processed correctly, so it seems to only affect a subset of unicode characters. As you can see above, I also tried setting utf-8 wherever I could (engine, DataFrame.to_sql) with no effect. 
 
     
    