it seems MAKELANGID(LANG_ENGLISH, SUBLANG_DEFAULT) returns
ERROR_RESOURCE_LANG_NOT_FOUND for Russian locale

src/os/win32/ngx_errno.c

diff --git a/src/os/win32/ngx_errno.c b/src/os/win32/ngx_errno.c
index fc343da..b250591 100644
--- a/src/os/win32/ngx_errno.c
+++ b/src/os/win32/ngx_errno.c
@@ -20,7 +20,7 @@
     len = FormatMessage(FORMAT_MESSAGE_FROM_SYSTEM
                         |FORMAT_MESSAGE_IGNORE_INSERTS,
                         NULL, err,
-                        MAKELANGID(LANG_ENGLISH, SUBLANG_DEFAULT),
+                        MAKELANGID(LANG_ENGLISH, SUBLANG_ENGLISH_US),
                         (char *) errstr, size, NULL);
 
     if (len == 0) {