akapulko-
The little squares occur when the font in the reader does not contain the specific character.
You may need to embed the Russian font on the .epub. Check the following threads to see if they help:
https://www.mobileread.com/forums/showthread.php?t=61587
https://www.mobileread.com/forums/showthread.php?t=36361
There is also a way to transfer the font to the reader (which will make the .epub file smaller), but the thread currently eludes me.
On your other issue, some PDF's are actually images (as opposed to reflowable text). The text size of these will not change.
Hope this helps!
Ricardo
PS- If you speak Russian and want to change the Reader's language to it, there is a "Russification" hack:
https://www.mobileread.com/forums/showthread.php?t=65336