Elastic search works correctly in the forums, where Xenforo enhanced search plug-in is installed, only with search queries, typed in Latin. If a query is typed in Cyrillic, the search is still true, but the search results of keywords containing uppercase letters, are not highlighted. That is, for the Cyrillic keywords highlighting is case sensitive. Apparently, it is a bug of plug-in above mentioned which needs to be fixed.
On my forum with cyrillic content there is same problem. But this is not ElasticSearch bug.
This is bug of highlightSearchTerm function in library/XenForo/Helper/String.php - regular expression works only with latin symbols.
Regarding your second comment, by morphological forms, I assume you're referring to stemming. In which case, that's not really a bug in that we don't try to do it; the highlighting is a bonus for literal matches only. Similarly, it doesn't work if you use a wildcard.