use WIN_StringToUTF8W macro instead of WIN_StringToUTF8, where needed:

i.e. where the string is known guaranteed to be WCHAR*, in:
- SDL_dinputjoystick.c (WIN_IsXInputDevice): VARIANT->var is BSTR (WCHAR*)
- SDL_rawinputjoystick.c (RAWINPUT_AddDevice): string is WCHAR*
- SDL_windows_gaming_input.c (IEventHandler_CRawGameControllerVtbl_InvokeAdded):
  string is WCHAR*

There should be more of these..

src/joystick/windows/SDL_dinputjoystick.c

@@ -315,7 +315,7 @@ WIN_IsXInputDevice(const TCHAR *name, const GUID* pGuidProductFromDirectInput)
                 // Check if the device ID contains "IG_".  If it does, then it's an XInput device
                 // This information can not be found from DirectInput 
                 if (SDL_wcsstr(var.bstrVal, L"IG_")) {
-                    char *bstrVal = WIN_StringToUTF8(var.bstrVal);
+                    char *bstrVal = WIN_StringToUTF8W(var.bstrVal);
 
                     // If it does, then get the VID/PID from var.bstrVal
                     DWORD dwPid = 0, dwVid = 0, dwVidPid;

src/joystick/windows/SDL_rawinputjoystick.c

@@ -733,10 +733,10 @@ RAWINPUT_AddDevice(HANDLE hDevice)
         WCHAR string[128];
 
         if (SDL_HidD_GetManufacturerString(hFile, string, sizeof(string))) {
-            manufacturer_string = WIN_StringToUTF8(string);
+            manufacturer_string = WIN_StringToUTF8W(string);
         }
         if (SDL_HidD_GetProductString(hFile, string, sizeof(string))) {
-            product_string = WIN_StringToUTF8(string);
+            product_string = WIN_StringToUTF8W(string);
         }
 
         device->name = SDL_CreateJoystickName(device->vendor_id, device->product_id, manufacturer_string, product_string);

src/joystick/windows/SDL_windows_gaming_input.c

@@ -197,7 +197,7 @@ static HRESULT STDMETHODCALLTYPE IEventHandler_CRawGameControllerVtbl_InvokeAdde
                     if (SUCCEEDED(hr)) {
                         PCWSTR string = WindowsGetStringRawBufferFunc(hString, NULL);
                         if (string) {
-                            name = WIN_StringToUTF8(string);
+                            name = WIN_StringToUTF8W(string);
                         }
                         WindowsDeleteStringFunc(hString);
                     }