Katenutri,
I find the solution.
1. In yst_plugin_tools.php on line 165 and 203 find this function: "htmlentities" and replace it with "stripslashes".
2. Edit Yoast Breadcrumbs plugin in wordpress admin page. Replace Home, Blog etc. with words from your native language:
$opt['home'] = "Home(Wordinyourlanguage)";
$opt['blog'] = "Blog(Wordinyourlanguage)";
$opt['sep'] = "»";
$opt['prefix'] = "You are here:(Wordinyourlang.)";
$opt['boldlast'] = true;
$opt['nofollowhome'] = false;
$opt['singleparent'] = 0;
$opt['singlecatprefix'] = true;
$opt['archiveprefix'] = "Archives for(Wordinyourlanguage)";
$opt['searchprefix'] = "Serches for(Wordinyourlanguage)";
3. Go to Settings/Breadcrumbs and again replace Home, Blog etc. with words from your native language.
In WordPress admin panel this words are still showing like this "�а�ало", but on website everything is good.
Good luck ;)
Original post is here, but it`s uncomplete:
http://wordpress.org/support/topic/plugin-yoast-breadcrumbs-utf8-for-home