Kerstin here from the Shopify Guru Team :)
At the moment, non Roman characters cannot be used is for tags and handles. The reason for that is that tags and handles are included in our URLs and we currently only support URLs with roman characters. This won't affect the content of your store as tags and handles won't be seen by your customers.
If you have any further questions, just reply to this thread or reach out to our support channels via chat, phone, or email.
All the best,
Kerstin | Shopify Guru
Hi there, have you solved the problem with the tags because I am having the same issue in my language - Bulgarian. But what is strange is that on my Greek store - I can add Greek and Bulgarian tags but on the Bulgarian store I am having this error and cannot add any tag in other than English language. Anyone?