[Tex/LaTex] Citing russian article with Texmaker(Windows) provides an error

Question

I am writing an article in English, but I want to cite something using Russian in the bibliography. At the moment I need Russian only in the .bib File. I installed the babel package, but if I try to compile I get an error for each Cyrillic character in the .bib file, e.g.:

! LaTeX Error: Command \CYRB unavailable in encoding T1!

and

LaTeX Error: Command \CYRE unavailable in encoding T1

and so on.

Here is the beginning of my document:

\documentclass[a4paper, 11pt, headings = small]{scrreprt}
\usepackage[T2A,T1]{fontenc}   \usepackage[utf8]{inputenc}    
\usepackage{natbib}            \usepackage{setspace}
\usepackage{lmodern}           \usepackage[russian,UKenglish]{babel}
\usepackage{amsfonts}          \usepackage{amsmath}
\usepackage{amsthm}            \usepackage{rotating} 
\usepackage{amssymb}         \usepackage{thmtools}

If I change the font order and set T2A after T1 everything compiles fine, because the Cyrillic letters are recognized, but this doesn't work well, because with this font everything is different and Theorems and similar are not distinguished from normal text. How can I use the T1 font encoding, but compile the .bib file containing Russian characters, if possible still using natbib?
Here is my Bib File, the russian article is out commented at the moment:

@BOOK{Gardner, 
title={Geometric Tomography (Encyclopedia of Mathematics and its Applications)},
author={Richard J. Gardner},
publisher={Cambridge University Press},
year={1995},
month=jun,
edition={1},
isbn={9780521684934},
url={http://amazon.com/o/ASIN/0521684935/},
price={$90.00},
totalpages={424},
timestamp={2014.03.25},
}
@BOOK{Billingsley199907, 
title={Convergence of Probability Measures},
author={Patrick Billingsley},
publisher={Wiley-Interscience},
year={1999},
month=jul,
edition={2},
isbn={9780471197454},
url={http://amazon.com/o/ASIN/0471197459/},
price={$185.00},
totalpages={296},
timestamp={2015.11.08},
}
@ARTICLE{DehlingFried, 
title={Asymptotic Distribution of Two-Sample Empirical U-Quantiles with Applications to Robust Tests for Shifts in Location},
author={H. Dehling and R.Fried},
journal="Journal of Multivariate Analysis",
volume= "105",
PAGES= "124--140",
year={2012},
}
@ARTICLE{WendlerChangepoints, 
title={Change-Point Detection under Dependence Based on Two-Sample U-Statistics},
author={H. Dehling and R.Fried and Isabel García and Martin Wendler},
url={http://arxiv.org/abs/1304.2479},
totalpages={20},
timestamp={2013.04.09},
year={2013},
}

%@ARTICLE{HistoricalDocuments, 
%hyphenation   = {russian},
%title={Методы обнаружения "разладки"  случайных процессов
%и их применение для анализа исторических текстов},
%author={Б.Е.Бродский и Б.С.Дарховский},
%url={http://www.newchrono.ru/frame1/Methods/html/272.htm},
%}

Answer 1

You have to mark up the entries:

\RequirePackage{filecontents}
\begin{filecontents*}{\jobname.bib}
@ARTICLE{HistoricalDocuments, 
  hyphenation   = {russian},
  title={\foreignlanguage{russian}{Методы обнаружения ``разладки''  случайных процессов
         и их применение для анализа исторических текстов}},
  author={{\SORTNOOPCYR{Brodsky}}{\textcyrillic{Бродский}}, \textcyrillic{Б. Е.} and 
          {\SORTNOOPCYR{Darkhovsky}}{\textcyrillic{Дарховский}}, \textcyrillic{Б. С.}},
  url={http://www.newchrono.ru/frame1/Methods/html/272.htm},
}
@BOOK{Gardner, 
  title={Geometric Tomography (Encyclopedia of Mathematics and its Applications)},
  author={Richard J. Gardner},
  publisher={Cambridge University Press},
  year={1995},
  month=jun,
  edition={1},
  isbn={9780521684934},
  url={http://amazon.com/o/ASIN/0521684935/},
  price={\$90.00},
  totalpages={424},
  timestamp={2014.03.25},
}
\end{filecontents*}

\documentclass[a4paper, 11pt, headings = small]{scrreprt}
\usepackage[T2A,T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage[russian,UKenglish]{babel}

\usepackage{natbib}

\newcommand{\SORTNOOPCYR}[1]{}

\begin{document}
\nocite{*}
\bibliographystyle{plainnat}
\bibliography{\jobname}
\end{document}

As usual, the filecontents environment is just to make the example self-contained.