How does the ePub look using Adobe Digital Editions on the Mac? This will tell you if the problem is generic to ADE or specific to ADE on the Sony.
This does not appear to be missing characters in the Sony font, because I don't think this would produce A with an umlaut. It sounds more like a mis-identified encoding, e.g. the HTML from ereader2html identifies itself as (say) cp1252 when it fact it is (say) utf-8.
Assuming for the moment that the problem isn't just a mis-identified encoding, I think what you need is a file type plugin that converts a table of "bad" characters (or strings) to a set of "good" characters. See
Customizing calibre. There are lots of potential uses for such a plugin (many of them mis-uses), but I am not aware of anyone producing one.