Question:
How to prohibit the use of Cyrillic in the names of files and directories?
Answer:
There is no such standard functionality: MS has been struggling with the problems of using non-latin characters in names for so long that now it simply will not restrict users in this.
What can you do yourself? In theory, write an interception / injection in the WinAPI function, for example CreateFile, in which to parse the name on the fly.