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With the following C code:
#include <locale.h>
#include <stdio.h>
int main(void)
{
	char* res = setlocale(LC_CTYPE, "UTF-8");
	printf("Result: %s\n", res);
	res = setlocale(LC_CTYPE, "UTF-9");
	printf("Result: %s\n", res);
	return 0;
}
/* EOF */
I get the following output:
Result: UTF-8
Result: (null)
That is, UTF-8 is a valid locale for LC_CTYPE, and as expected some other string isn't.
BTW. "UTF-8" is only a valid locale for LC_CTYPE, not for other categories (when you change LC_CTYPE to LC_ALL both calls return NULL).