As seen in new flex version, it is supported for CSV, XLSX export, but for PDF the character was not recognized in different language other than English.
See demo here: http://jsfiddle.net/dpnminh/rkprvhhs/152/
Thank you for reporting this issue. We will add the necessary fix in the version 2.317 ETA Jun 06.
We have done a research on the issue with exporting Hebrew into PDF. After the research, we realized that the library which performs the export does not support the Hebrew symbols. The dev team had tried to implement some workarounds still, it did not solve the problem. For now, all possible solutions require significant time on full reworking the module which is responsible for the PDF export. Therefore we have to inform you that we will not be able to add the Hebrew support for PDF export in the nearest time. In such case, please try to use the other types of export which support the Hebrew language.