A single column can have only one CHARACTER SET. Otherwise, mixing is generally ok.
Changing things in my.cnf (my.ini) will not affect existing columns in tables. You need ALTER to convert the encoding of strings.
Config file .. database .. table definition -- These are (sort of) _defaults_ for the next level.
If you have a TB of data, and you need to change the encoding, you must do a very costly ALTER. It may take days. Provide more details; perhaps we can help you find a technique that avoids the conversion, yet allows utf8 where needed.
What version are you running?
Study this for more on CHARACTER SETs:
http://mysql.rjweb.org/doc.php/charcoll
Do note that it is important that you know the encoding of the bytes in your client. They _may_ need to be converted to a different CHARACTER SET as they are sent to/from the server.