Please check following settings:
1.Which browser are you using? Please check the browser’s spellcheck settings (Example in the edge, this could be found under the Settings -> Language).
2.Turn on spell check in Word for the web. Review -> Editor -> Set Proofing Language -> Deselect Don’t check spelling or grammar.
https://support.microsoft.com/en-us/office/turn-spell-check-on-or-off-in-word-for-the-web-fe0b5644-10e6-4e61-b661-441bff362a84
3.Make sure that you have installed Office Online Server Language Pack.
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