Just to let you know I fixed all my problems. I put "Р|р" in my ASCII replacaments chars and that fixed my issue, though I believe you should look at that problem, because there's something wrong with this letter.
The double categories where removed by disabling "Add Menu Title to URL". There was one that remained problematic, but I did a custom sef url there.
I also did some other custom sef urls and fixed some other options, as well installed specific plugin, allowing me to save aliases in cyrillic. There are other things I cannot recall right now.
I like your product, but your support is a little slow and I had to fix everything on my own. Did looots of googling. Anyway I'm happy now, I hope this will help improve your product !
Best Regards,
Teodor Ovcharov