Why doesn't SET NAMES 'utf8' work?

Question

MariaDB

At the beginning of the script, I ran the following queries:

$pdo_link->query("SET NAMES 'utf8'");
$pdo_link->query("SET CHARACTER SET 'utf8'");
$pdo_link->query("SET SESSION collation_connection = 'utf8mb4_unicode_ci'");

But in base all the same krakozyabry.
In the test script I ran the following code:

$pdo_link->query("SET NAMES 'utf8'");
$pdo_link->query("INSERT INTO `names` SET `name` = 'Поехали'");

Recorded fine.
Should this setting be done before each request? Or how often? Or what's the problem?