I've got it outputting cyrillic in Graphics mode (through DrawText, with a supporting font), but as you say, some of the Windows components don't seem very happy with it.
Also, I tried editing a file (in the IDE) on Windows which showed the proper text, but when I tried to load that file on Linux, gEdit said it wasn't UTF-8 (I thought Max saved as UTF-8 by default?).
Any hoo, I ended up having to load the file in the IDE on Linux, and save it from there, so that I could open it in gEdit.
But I can confirm that the Linux GTK IDE prints all non-ascii text as it should (assuming you have all the required fonts available).
Also, I tried editing a file (in the IDE) on Windows which showed the proper text, but when I tried to load that file on Linux, gEdit said it wasn't UTF-8 (I thought Max saved as UTF-8 by default?).
Any hoo, I ended up having to load the file in the IDE on Linux, and save it from there, so that I could open it in gEdit.
But I can confirm that the Linux GTK IDE prints all non-ascii text as it should (assuming you have all the required fonts available).