I have good news!!!!!!!!
As somebody wiser said "Everything happens for a reason", the problem is solved with a little help of a friend

)) (Can you blame me, I am a translater, not a coder

)
Our team coder and moderator here Lyubomir helped me solve the problem with "uncategorized" in Cyrillic and it appeared now correct in Manager. He changed the database connection method to SET_NAMES, instead of SET_CHARACTER_SET.
When I did my test installations, I always was choosing SET_CHARACTER_SET (the first thing that appeared in the Select bar), then UTF-8 everywhere (for the DB, for the Manager, for my language files), but seems this led me the problem with not translating "uncategorized" correctly and all those question marks that appeared.
So, the conclusion for me is that if someone whats to use Bulgarian language , he/she MUST select in the MODx installer SET_NAMES as a type of Database connection method and encoding UTF-8 and all be OK.
)))
Just a suggestion : May be the above conclusion can be added as info tip in the file - install/lang/bulgarian/bulgarian.inc.php at
line 98 $_lang["connection_screen_connection_method"] = ’Начин на свързване - метод:’;
and in install/lang/english/english.inc.php just in case someone selects english as a default language for the Installer.
Thank you for the help, guys !!!!!
:)))))