Thanks for updating me.
Since all regional and system locale settings are correctly configured and resettingthe app did not resolve the issue, the next step is to determine whether this is related to your Windows user profile.
Please try creating a temporary new local user account and test Sound Recorder there.
Go to Settings > Accounts > Other users > Add account > Create a temporary username for testing > Sign out and log into the new account > Open Sound Recorder and create a test recording > If the file name appears in English in the new account, this confirms the issue is profile-specific.
Please keep me posted.