The search within cyrilic texts is case sensitive independently of appropriate heckbox in search gialog.
I don't know how geany searching, but "grep -i" in shell finds cyrillic words properly.
Scintilla uses the Glib case folding to perform case insensitive comparisons. This data may have been corrected by now. Unable to test. Since the problem has not been mentioned lately will close this bug unless information indicating it is still present is provided in a few weeks.