I think empty lines and headers are not needed. They just increase the size of the dialog window, it may be too large for low resolution screens.

The standard font chooser on Windows uses the following sets for Unicode-aware fonts: Western, Cyrillic, Hebrew, Arabic, Greek, Turkish, Baltic (doesn't differ from Western), Central-European, Vietnamese. I think it is worth to decrease the Devanagari sample and add few Central-European (ÁáÔô), Turkish (ĞğŞş) and Vietnamese (ƠơƯư) characters. Maybe decrease the size of all non-ASCII samples? 2-3 letters (in upper and lower cases) should be enough.