@bold *爻賱丕賲*this first one must be 爻賱丕賲.
It would be like like the second one (that is ordinary).
Operating system: Windows 10
Version of Telegram Desktop: 0.9.42
Please add some screenshots.

the first one is @bold *爻賱丕賲*
the second one is 爻賱丕賲
the third one is @bold hi
the forth one is hi
For some reason I cannot get bold working on Linux client version 0.9.49

Works fine on Windows Phone client.
edit:
Same issue for Windows client version 0.9.49
0.5.4 web client works.
@bliz937 i think it's another bug, and you should create an issue
My friend has it too.
There is this bug in Telegram 0.10.23-Alpha on Linux Mint 18.3 too.
+1
Also please remove label "waiting for answer" so you will not ignore this issue in the future.
Same for Hebrew - no bold.
Not working with the builtin formatting (two asterisks), nor with the bots @bold or @TgTextBot.
It's not a Telegram Desktop thing - but it's also not working on Telegra.ph 馃槺
There's no bold in the Instant view of telegraph articles in Hebrew
Telegram Desktop 1.3.10
I have this problem.
I send by bot.
$message .= 'Normal: English' . PHP_EOL;
$message .= '<b>Bold: English</b>' . PHP_EOL;
$message .= 'Normal: 賮丕乇爻蹖' . PHP_EOL;
$message .= '<b>Bold: 賮丕乇爻蹖</b>' . PHP_EOL;
$data['text'] = $message;
$data['parse_mode'] = 'html';

You can see in last line, just the english chars was bold.
There is not problem on iOS.
This problem is also for Italian language. I think it's independent from the character set.
If I type my text on Telegram desktop, it appears normal on the desktop but bold on android chat.
If I type * my text* on android, it's correctly bold on the smartphone but not in Telegram desktop.
No problems with __italic text__
I use telegram Desktop for Linux rel. 1.4.3 just updated
@sputnik63 that's another issue: #4095
The bug is not resolved after a year in Telegram 1.8.15
I'm using Ubuntu, not sure about windows version.
After 4 years:
Telegram Desktop 1.9.3

https://github.com/telegramdesktop/tdesktop/issues/2128 generic ticket.