Well, I managed to fix it. In the printer settings I changed the setting True Type Font from Substitute with Device Font into Download as Softfont, and now it prints correctly.
However, I’m not sure that it is the best solution and that the printer will not print something wrong someday…
However, the source of the problem is still a complete mystery for me – if I change the “1252” registry key back to “c_1252.nls”, the printer prints Russian fonts correctly even with “Device Font” setting. But 1252 is not Russian codepage! It does not contain ANY Russian character! How can it affect printing Russian text then??? :-?