Try to create new collation using ICU extension for .NET:
var newCollation = Icu.Collation.Collator.Create("Cyrillic_General_CI_AS");
Following exception occures:
An unhandled exception of type 'System.ArgumentException' occurred in icu.net.dll Additional information: Unable to create a collator using the given localeId. This is likely because the ICU data file was created without collation rules for this locale. You can provide the rules yourself or replace the data dll.