Try with
message=Clipboard.GetText(TextDataFormat.UnicodeText);
The TextDataFormat.UnicodeText specifies the standard Windows Unicode text format.
However also with a simple GetText I am not experiencing the missing char
Clipboard.SetText("£");
string s = Clipboard.GetText();
Console.WriteLine(s);
I get back the £
char. (By the way it is 0x00A3)