FIXED

ok,
I tried this: http://forums.b2evolution.net/5-0-0-0-bug
and this: http://shininghappypeople.net/deljr/b2e-russian-english.html

and these helped me to find my own simple solution.

1.
I noticed, that after "Clear pre-renderered comment cache (DB)" (through b2evo/ admin.php) - my Cyrillic (Russian) comments are displayed properly just once, until the next reload.

2.
So I went to my HOSTING phpMyAdmin and found there TABLES responsible for COMMENTS PRE-RENDERING = evo_comments__prerendering.
For some reason its COLLATION was "latin1_swedish_ci" .
So I changed it manually to "utf8_general_ci" and now at last feel relief ).

Good luck to all !

Hello @acho,

I found some information that could work for you. You might start checking the collation and charset of your database, it's recomended to set all the database to UTF8, this could solve some wrong character issues as you reported. Please follow these links and tell us if they addresses your problem:

http://b2evolution.net/man/?s=utf8&disp=search&submit=Go
http://forums.b2evolution.net/topic-18952
http://forums.b2evolution.net/topic-20679

Regards!

Excellent @acho, thanks for sharing. I just realized you posted this before I sent my answer :)