Due to MSVC's decision to encode wchar_t as UTF-16, it rejects wide character/string literals that expect a character value greater than \xffff. UTF-16 wchar_t is clearly non-conforming, given that the standard requires wchar_t to be capable of representing all characters in the supported wide character execution sets, but rejecting e.g. \x40003 is a reasonably sane compromise given that encoding choice: there's an expectation that \xFOO produces a single character in the resulting literal. Consequently L'\x40003'/L"\x40003" are ill-formed literals on MSVC. L'\U00040003' is a high surrogate (and produces a warning about ignoring the "second character" in a multi-character literal), and L"\U00040003" is a perfectly-valid const wchar_t.
This change updates these tests to use universal-character-names instead of raw values for the intended character values, which technically makes them portable even to implementations that don't use a unicode transformation format encoding for their wide character execution character set. The two-character literal L"\u1005e" is awkward - the e looks like part of the UCN's hex encoding - but necessary to compile in '03 mode since '03 didn't allow UCNs to be used for members of the basic execution character set even in character/string literals.
I've also eliminated the extraneous \x00 "bonus null-terminator" in some of the string literals which doesn't affect the tested behavior. I'm sorry about using *L"\U00040003" in conversions.string/to_bytes.pass.cpp, but it's correct for platforms with 32-bit wchar_t, *and* doesn't trigger narrowing warnings as did the prior CharT(0x40003).