The number of fonts that include even two good alphabets is pretty low. I have run into needing english and greek or cyrillic in the same document. I know of like three good fonts that have a good english and a good greek. My eye isn't as practiced at looking at cyrillic fonts but it seems even rarer for that combination.

Which honestly makes sense and there may not be a solution for. Different alphabets and writing systems have their own typographical histories and conventions. It's reasonable that there is a very limited design space where you're adhering to the conventions of two separate systems as well as maintaining interior consistency.