I ran into this problem when I had a reference with an author whose last name included this symbol. I decided to cope with the error by putting the following in my preamble:
Perhaps someone more familiar with Russian last names than I am could comment if a different substitute character would be more appropriate.
Here is an example, to start you off on the Unicode track.
I will try and add to it over the next days and weeks. The answers to all the questions are almost like a set of mini tutorials.
Starting with general text:
font=Noto Serif; language=Tatar; textsource=Wikipedia; compiler=xelatex (or lualatex); texttopic=solar system; hyphenation-pattern=russian, ...