The problem is, as I have mentioned before, that not all TrueType fonts support localized characters. In fact on my system I have only one font supporting far east characters - Arial Unicode MS. So, to make Far East characters to display correctly in your document you need to assign to them the font that supports these characters.
Word actually permits to assign different fonts for different unicode ranges in one run of characters. Font.NameAscii, Font.NameBi, Font.NameFarEast and Font.NameOther serve to that purpose.
So, to simplify your task you can assign Font.NameFarEast property to all runs of your document just before saving it. That way you can be sure that all chinese or other far east characters will be diaplayed in the font that actually supports them.
You should also set correct Font.LocalIdFarEast to ensure proper choice of language for spell checking. If you don't care about spell checking, then it is not necessary.
Here is the code that should be executed just before saving your document:
foreach (Run run in doc.GetChildNodes(NodeType.Run, true))
// Specify the font name. Make sure it the font has the glyphs that you want to dislplay.
run.Font.NameFarEast = "Arial Unicode MS";
// Specify the locale so Microsoft Word recognizes this text as Chinese.
// For the list of locale identifiers see http://www.microsoft.com/globaldev/reference/lcid-all.mspx
run.Font.LocaleIdFarEast = 2052;