OldUnreal (Engine)

Imo the CreateFontW call is absolutely fine. The only thing I could think of is that the Charset value you're using in the uscript directive isn't routed to the native properly (shouldn't be a problem if you've defined it as a UIntProperty though). The problem is most likely the mapping of the HFONT into the bitmap. I'd start by checking if you're importing the entire range of characters (russian chars start at 0x80) and if your imported characters aren't remapped.

the charset is UInt and is definitely working, even when hardcoding it temporarily as RUSSIAN_CHARSET it produces the same output.
0x80 should be also ok since Count (number of imported chars) is 256 by default and it doesn't work also if using 1024 or so.

I'll try to write sum of all troubles that I can't solve without your help.

Major:
WhiteFont is in UnrealShare engine and can't be modified or substituted
No 0x0401 letter in bitmap fonts grid
Wrong charset in UnrealEd, AdvancedOptions and StartUp windows.

Minor:
Crappy ttf fonts(possibly my fault)
There is one more trouble with ttf fonts: I can't import tahomabd and arilabd fonts! Unreal imports wrong fonts!
Unreal does not support unicode UTF-8

Now menu and other stuff work in Unicode.
But bitmap fonts don't support Unicode, so UnrealShare and UnrealI should be in ANSI charset. But weaponlist in UMenu has wrong encoding!
Console messages in wrong encoding too.

Why font format in Unreal differs from UT's one?
I tried to open font in UTPT and make autoformat option on font.
In UT UWindowFonts parses as normal.
But in Unreal font package I get something strange - 0x2 offset always points to 0x10 object and textures count is always 64. Why?

UT and Unreal use the same font import routines, if there are differences they are because of different import parameters - or Epic didn't use their own tool to create these.

It's true for original UWindowFonts, but try to open UWindowFonts you created. First three bytes always are 0x01, 0x40, 0x10. Why?

P.S. Don't try autoformat on new UWindowFonts - UTPT will crash.

Its still the same tool and still the same procedure even although the latest version has some improvements like UseGlyphs parameter. The answer is still the same.
Maybe some WinAPI change since they compiled the old version could be a plausible cause.
But whats the problem anyways? UTPT is old and the UWindowFonts I created should contain all needed chars and are working flawlessly as far I was able to test?

I've noticed that fonts with one or two textures parses as normal.

I just want to edit font sizes and coords.

I made it!
I've replaced textures in UnrealEd then patched font package. There are some problems with mapping and quality, though.
I will release it when I finish all fonts.
http://savepic.su/2068112.png

Sorry for corrupted screenshot.