Does your language support these characters? Does '\ u03b1' produce an alpha character? If not, you will need to change the encoding. For instance.
Sys.setlocale('LC_CTYPE', 'greek')
Then replace your calls to expression with unicode strings for alpha, beta, etc.
df$var<-factor(df$var, levels=c(1,2,3), labels=c("1"='\u03b1', "2"='\u03b2', "3"='\u03b3'))
The use of expression valid only for graphs. If you really do not need the Greek letters in your factor, I suggest using the words alpha, beta, etc., until the time comes to build.
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