This is great, and the voices apparently only know how to speak English, and their own language!
That is, typing
say -v Milena "Здравствуйте, меня зовут Milena.
Actually says, "Zdravstvuyte...", while typing say -v Bruce "Здравствуйте, меня зовут Milena.
Results in "Cyrillic capital letter 'Z'. Cyrillic small leter 'd'.", etc.