Assuming you have docx4j-export-FO on your classpath, so that you are using XSL FO export, you should be able to see what characters are missing glyphs (turn on DEBUG logging for org.docx4j.fonts), and map a suitable font.
See for example https://github.com/plutext/docx4j-export-FO/blob/master/src/samples/docx4j/org/docx4j/samples/ConvertOutPDFviaXSLFO.java#L144
EDIT 29 Sept.
I see:
WARN org.docx4j.fonts.fop.util.FopConfigUtil .declareFonts line 123 - Document font Calibri is not mapped to a physical font!
WARN org.docx4j.fonts.fop.util.FopConfigUtil .declareFonts line 123 - Document font SimHei is not mapped to a physical font!
WARN org.docx4j.fonts.fop.util.FopConfigUtil .declareFonts line 123 - Document font Arial is not mapped to a physical font!
WARN org.docx4j.fonts.fop.util.FopConfigUtil .declareFonts line 123 - Document font Wingdings is not mapped to a physical font!
WARN org.docx4j.fonts.fop.util.FopConfigUtil .declareFonts line 123 - Document font 華康中黑體 is not mapped to a physical font!
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Font "Symbol,normal,700" not found. Substituting with "Symbol,normal,400".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Font "ZapfDingbats,normal,700" not found. Substituting with "ZapfDingbats,normal,400".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Font "Calibri,normal,700" not found. Substituting with "any,normal,700".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "这" (0x8fd9) not available in font "Times-Bold".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "些" (0x4e9b) not available in font "Times-Bold".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "都" (0x90fd) not available in font "Times-Bold".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "只" (0x53ea) not available in font "Times-Bold".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "是" (0x662f) not available in font "Times-Bold".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "测" (0x6d4b) not available in font "Times-Bold".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "试" (0x8bd5) not available in font "Times-Bold".
WARN org.apache.fop.apps.FOUserAgent .processEvent line 94 - Glyph "而" (0x800c) not available in font "Times-Bold".
Note the Glyph X not available in font Y messages. Therefore I'd need something like:
Mapper fontMapper = new IdentityPlusMapper();
wordMLPackage.setFontMapper(fontMapper);
fontMapper.put("Times-Bold", PhysicalFonts.get(some Chinese font installed in my OS));