The alphabet should display in the user's language e.g. https://school.demo.moodle.net/mod/glossary/view.php?id=650 displays in English then if I select Russian in the languages dropdown menu then the alphabet displays in Russian - https://school.demo.moodle.net/mod/glossary/view.php?id=650&mode&lang=ru
I don't think it's possible without customising the code to have the alphabet displaying in all the languages for which there is a language pack installed.