I confirm the issue. Seems this is a particularity of Tk implementation on Windows (it looks as a bug from user's point of view). There is a workaround, but it is too complex. For the particular keyboard layout and for every registered shortcut you need to find the character emitted by pressing the corresponding key, find its code in the current ANSI codepage, find the name for this code in the keysym table [1], and register additional shortcut for this name. For example for making Ctrl-O working with Ukrainian encoding you need to add <Control-Key-ugrave> open-window-from-file action. Cyrillic letter "щ" is emitted when the key "o" is pressed in Ukrainian layout, it has the code 249 in CP-1251, which corresponds the name ugrave in the keysym table. All this is too complex for IDLE. I think that we should close this issue as "Won't fix" and hope that this will be fixed automatically in future versions of Tk.

Firefox starved from similar issue for many years. It was fixed in recent versions. But Firefox is much more complex program than IDLE.

[1] https://www.tcl.tk/man/tcl/TkCmd/keysyms.htm