I've found it myself. This is NOT unicode problem but CYRILLIC problem.
DOMPDF component (part of ARI Quiz) comes with fonts that do not have Cyrillic.
So all you have to do is:
1) obtain fonts that support Cyrillic
(TTF files, you may get them anywhere, I have downloaded latest official release of DOMPDF official, extracted TTF files from dompdf/vendor/dompdf/dompdf/lib/fonts path of archive);
2) put those TTF files to
/administrator/components/com_ariquiz/kernel/PDF/DOMPDF/vendor/dompdf/dompdf/lib/fonts on server;
3) in that directory on server, find file
installed-fonts.dist.json and copy it to
installed-fonts.json to same directory;
4) modify
installed-fonts.json: replace all required font filenames with proper names of your new TTF files, i.e.:
"bold_italic": "Times-BoldItalic" to "bold_italic": "DejaVuSerif-BoldItalic".
That's all.
If you do not want to mess with stock contents of ARI Quiz components, you may create a separate folder for your fonts; put your
installed-fonts.json there, and then create a constant
define('DOMPDF_FONT_DIR', './..../your/fonts/here');
in your JROOT
./defines.php file.