If the built-in font does not support cyrillic, maybe it's a bug and a request should be issued to Github to add cyrillic support to it.
Another solution is to pick yourself a font supporting cyrillic and replace it in your project settings, in Gui -> Theme -> Custom Font
.
Or, create your own theme which has your own font in its default font
property, and set that theme in Gui -> Theme -> Custom
which will apply the theme globally to your project.
If you want to change the font of the editor instead, the options are in Editor Settings -> Interface -> Editor
.