I have a Russian Windows 10 x86_64.

It has a console applicaton (cmd.exe), which is usually used for text-mode
applications.

The console character encoding in Russian Windows is by default CP866. (While
for text files Windows usually uses CP1251, and uses UTF-8 for everything else.)

The current version of gpg stable, taken from gpg4win, has a mix of these encodings.

For example, the command "gpgconf" gives the output encoded in urlencode when
run without options, the output, encoded in cp866 (correct) with --help option,
and the output encoded in cp1251 when run with --list-options gpg

All the outputs should be in cp866

The results are illustrated on the files attached