Oh no it is a myth.
Almost every newcomer blog post out there mentions the terrible Unicode support in OCaml while this support is neither better nor worse than Go’s one. But somehow I never read that in blog posts about Go. The prejudice is passed around without much thinking from people whose understanding of Unicode does not seem to go beyond some kind of label on a tin.
Last time I looked into python Unicode support, it didn’t look good I’m afraid. As always better no support than broken support.
So I’m not afraid to say that nowadays OCaml has outstanding Unicode support. Here’s the new myth to propagate since apparently everything is advertisement nowadays. OCaml 
Unicode.
I have had to repeat so many times how indexing unicode scalar values is mostly unuseful that I won’t bother repeating it here.
And it should be added that if I had tried to push to integrate the uutf Unicode character folders 11 years ago or this design 5 years ago you would have had terribly inefficient or terribly designed decoders in the Stdlib.
Trust me, it was worth the wait you can’t imagine how many good properties are packed in the design that was upstreamed. You get both foolproof standard and controllable decoding erroring strategy with an efficient, unboxed and exceptionless design.
I don’t know why it took my brain so long to find it but I’m glad I waited for the right design before making the proposal. Remember the Stdlib is mostly append only.