I think I was able to fix this. At least these red/green rectangles at the bottom changed into arrows (triangles).
I installed cjkfonts using winetricks. Protontricks should do the same in case you run LFS through Steam.
Then in LFS options when you change languages into East Asian ones you can select fonts for them. I changed the font to Arial Unicode MS for 4 languages. Maybe it will work with another font too. Maybe even installing cjkfonts was not necessary.

Looks like protontricks version is too old and not compatible with some Steam file.
It may be tricky to install newer protontricks, because it has many dependencies. Actually, you can use winetricks too like that:

WINEPREFIX=<path to steam library>/steamapps/compatdata/<app id>/pfx winetricks

You just need to find the Wine prefix that is used to run LFS (maybe by its creation time) and replace the parts marked with <> above. Wine prefix is a place with Windows directory structure used by Wine. In Steam every game executed with Proton has its own Wine prefix.
Winetricks is just a shell script, so it's easier to install and there are less things that may go wrong with it.