We have similar problem with our DBs , Was going through a thread and found helpful.
We have source DB which contains table having column with hebrew characters , They are converting it and then sending us a dump supporting .
Now they are asking to load at our end in Database supporting character set and then use CONVERT function and then load it into destination Database which supports format.
We have all DBS on AL32UTF8 only.
Raja has not confirmed if this solution worked for him.
I want to try ir but need confirmation as we have scheduled a regular export import. I will have to ask a data in flat file .