Hi @VladimirSm , thanks a lot for your message and sorry for the delay with my reply. If you don't want to see the labels transliterated (= you want it in Russian language & script), just switch OFF the "English map labels" (I am checking it right now right in the area displayed in your screenshot, and it is working for me).
On the other hand, if you do want to see the labels in English, there may be a problem with some labels. We've been changing the city names database recently, which may have caused some issues. For more info, please check this comment: https://community.windy.com/topic/6350/language/2