I did JFK-SVO-KBP-SVO-JFK last year.
It took my SM # just fine and miles posted appropriately but they CANNOT pull your STE+ status and it will not show up on your boarding pass. I had several fights with them about checking a second bag and getting lounge access.
What worked for me was this: go to DL's site where it outlines STE+ benefits. Use the pulldown menu at the top of the page to translate the page to Russian and print that page out. Print out an equivalent page about STE+ benefits in Russian from SU's site also. The more documents you can shove across the desk at them, the better it'll be.