This thread is resolved. Here is a description of the problem and solution.
Problem: Ukrainian menu langs dont change on ukrainian
Solution: The configured languages are not translated to Ukrainian and it works as expected after the following steps.
1) Visit WPML>>Languages 2) Click on *Edit Languages* link of *Site Languages* section 3) Make sure you have correct translation for languages in Ukrainian
Relevant Documentation: https://wpml.org/documentation/support/editing-wpmls-languages-table/
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