Oops! There was a simple fix: just type Yandex.com (.com) instead of Yandex.ru (.ru). Everything should then be in English. In the top right, there seems to be a language icon which says EN, but it doesn't offer any other choices.
I'll have more to say about Yandex in a future posting :-)
No matter what search engine you use, assume that data is being collected, so I wouldn't worry about any "security risk" (just be sure to exercise common sense security precautions).
If "colluding" with the Russians is good enough for the "cloud people", it should be good enough for us "deplorables" (AKA "dirt people").