There is no language selection here. You can choose between the fonts installed on the system. Attached picture shows an example 😀 . Works fine! Even returns a resultset!
You must explain somewhat better what you want to achieve, and what you try to do.
When I choose fonts for SQL and data grids in preferences dialog, system dialog pop ups. In this dialog there is charset field is addition to font name. I need to choose not english character set for any font. When I done that, the character set is not saving and SQLyog use only default character set which usually is english only. For example, I want to see data from table with cyrrilic characters, but BETA1…BETA5 does not allow this.
It is somewhat difficult for me to test when I don't have your keyboard but the danish characters – æøåÆØÅ – become mapped to cyrillic characters when I set cyrillic font.