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Adding % !TEX encoding = UTF-8 Unicode at the beginning of your document. It works for me.

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listings treats spaces in normal listing text and in strings differently. If the characters should vanish everywhere, use showstringspaces=false in addition to showspaces=false. \documentclass{article} \usepackage{xcolor} \usepackage{listings} \begin{document} \begin{lstlisting}[ language=SQL, showspaces=false, ...

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The problem is that the section command sets a header. The problem is that the the CJK environments ends before the header is typeset and so the chinese chars are no longer set up. Using \clearpage makes the CJK-environment span two pages so that is is active when the header is typeset, but is clearly only a work-around. The second problem is that the book ...

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It happens when latex tries to typeset the page heading. This happens at page shipout time; if the CJK* environment has ended before the last page ships out, the necessary definitions for doing the typesetting are gone, and you get this error. You see this clearly if you add \errorcontextlines=99 to your document (outside the CJK* environment please). Also, ...

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It's not obvious from the docs, but the files in xindy/modules/lang are generated from source files (ending in .pl.in), which are not included in the distribution. Specifying an alternative alphabet is not conceptually difficult, but it's a long process. You'll need to get the xindy-make-rules package from xindy.org. This answer explains the rest of the ...

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Remove the aeguill package: it was an interesting hack several years ago, when Type1 versions of the European Modern fonts were not available. Now it should be regarded as obsolete. Without \usepackage[cyr]{aeguill} I get (ignoring the two errors that are unrelated)

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