Try going back to the default settings. I don't know the Russian characters, but what may be happening here is that the htmlentities are being encoded as Russian characters instead of Latin.
Edit:
Try leaving the encoding as url and turn off cleaning. That seems to work for me. It seems to handle all the conversions correctly. In your file system, you will find html-encoded entities, so that your Russian characters for the file русская.txt will be encoded as follows:
%D1%80%D1%83%D1%81%D1%81%D0%BA%D0%B0%D1%8F.txt
But when you are dealing with the file in the browser and when you make internal links, what you will see is: русская