This problem happens because of the name of the user account saved in windows, if it contains some accent or other strange signal the game could not edit the file FF4.ini and thus all the changes that you make in the settings will be discarded and the game will return To stay in English and not even start and if it starts it will fall if you try to leave.
To solve you have to change the name of your user account to one that does not contain signs considered strange.

Sorry for the pessimo English, because I used a translator to write this text.

I hope I have helped someone with problems to play this great game.