My primary language in macOS settings is German, but VOX uses Russian (the 2nd language) and there seems to be no way to switch to German or at least Englisch?
VOX uses system settings for interface language as most of the other apps.
You would need to go System Preferences > Language & Region > Prefered languages: Set English
VOX supports English, French, Japanese, Korean, Russian and Ukrainian.
In order to force VOX app to use English, you should ensure that in Preferred Languages Order list English is placed higher than other supported languages.