(Might be a bug) locale issue while upgrading data directory from PostgreSQL 8.4 to 9.5

Hello,

I am upgrading PostgreSQL 8.4 to 9.5 on Windows. There is some issue
related to locale. Details are as follows:

The steps that I am following are:

1. Install PostgreSQL 9.5 (8.4 is already installed).

2. Migrate data from 8.4's data dir to 9.5's data dir using pg_upgrade
utility.

3. After successful upgrade, uninstall PostgreSQL 8.4

Here the issue is that PostgreSQL 8.4 could be installed with any locale
(English or French etc.) and to have successful data directory upgrade,
PostgreSQL 9.5 must be installed with the same locale as that of 8.4.

Supplying the output of query 'Show lc_collate' (executed on PostgreSQL
8.4) to PostgreSQL 9.5 installation leads to failed installation. It
generates the error 'specified locale is not supported'.

Here is the example:

Output (PostgreSQL 8.4) of query 'SHOW LC_COLLATE': English_United
States.1252

A. --locale "English_United States.1252"

While installing PostgreSQL 9.5, If we pass locale option as above,
installer aborts with an error 'specified locale is not supported'.

B. --locale "English, United States"

If we pass locale option as above, installation is successful and cluster
locale is set to 'English, United States'.

*Given that one has access to PostgreSQL 8.4, how would one know what value
to pass to the parameter --locale while installing PostgreSQL 9.5?*

Thanks and Regards,

Mayank Agrawal