Hi,
The name of the customers in their address has always been displayed based on what they entered in the fields of the address.
When you ship something to Russia to someone with a Russian name, even if you can't read the name, the postman in Russia won't have a problem reading it so it's normal that you allow the customers to write their name as they want. If a Russian person lives in the UK, then I don't see why it would make any sense for him to write his name in Russian since his postman won't be able to read it.
Now if you want people to only enter their name with latin letters, you can use the "regular expression check" setting of the custom fields (menu Display>custom fields) to force them to only use some characters:
stackoverflow.com/questions/20690499/con...haracters-diacritics
Regarding the printing of the address, I guess it depends on what you're doing. On my end, if I enter an address with Russian letters and print an invoice through the interface of HikaShop and I'm not using the PDF invoice plugin, I do get the letters properly displayed in the invoice. With the PDF invoice plugin, I need to select a font which supports Russian letters in the plugin settings.