Solving the Bold issue is easy. Special characters not appearing is another problem entirely and one in which we are encountering currently.
Here's the deal with bold (and italic):
If you use bold or italic tags in the HTML, Flash has not necessarily embedded the bold and italic version of the font. What you have to do is create some hidden dynamic text fields that have the bold and italic versions of the font embedded. These hidden text fields can be placed in a frame past the end of the timeline so that they don't appear at runtime.
A related problem is when you click the B (for bold) in the properties panel and insert HTML text into the textfield without a <b> tag. Flash will embed the bold font into the SWF, but if you don't insert the <b> tag in your text, Flash will render it with a non-bold font (which won't appear because it wasn't embedded).
Unfortunately, we have a situation where a dynamic text field was created with one font, and if we change it to any other font, it doesn't render. Special characters, such as the ® symbol, don't render, even though they are embedded in the font.
This is with Flash CS3 and AS2.