What makes you think there will be a problem? The AF agent you spoke to was correct in saying that name changes are not permitted, but that is not relevant to your situation -- you are not trying to 'substitute' your wife's sister for your wife. The AF [reservations?] agent was wrong regarding the APIS data requirements, and (s)he likely had no competency in the issues in question.

The transliteration issue is well-known in Russia and is extremely unlikely to cause any issues during the check-in process. I would estimate that every day, at least 30% of PAX in that country fly on tickets, where the transliterated names do not match their names in passport letter-for-letter. Is it possible that your wife will be "denied boarding" at SVO over this? Yes, there is probably a 0.01% chance of that happening...