IIRC a tool like EasyBCD can change language of the UEFI boot screen, it's been ages since I last used it though. Might be worth looking in to.
Have you tried it on ISO, I mean bootable USB created from Windows 7?. I'm handling BCD directly through BCDEDIT from CMD and all locales are set to cs-CZ and MUIs are in all possible places. I will try it on my real machine to see a differcence, but I think it does same job as my BCDEDIT commands EDIT: EasyBCD do same as my CBDEDIT commands do, UEFI boot manager is still not localized even with correctly set locales. It must be something with MUIs locations