In the specific case of the Transfer-Encoding header, it is defined as,

     Transfer-Encoding = 1#transfer-coding

     transfer-coding    = "chunked" ; Section 4.1
                        / "compress" ; Section 4.2.1
                        / "deflate" ; Section 4.2.2
                        / "gzip" ; Section 4.2.3
                        / transfer-extension
     transfer-extension = token *( OWS ";" OWS transfer-parameter )
     token = 1*tchar
     tchar = "!" / "#" / "$" / "%" / "&" / "'" / "*" / "+" / "-" / "." /
             "^" / "_" / "`" / "|" / "~" / DIGIT / ALPHA

… which does not permit non-ASCII. As a generic header, maybe (but the decoding should be into ISO-8859-1, as the RFC notes…), but at the point at which you parse it into a Transfer-Encoding header, it is no longer valid.