I don’t know Hebrew and do not have a Hebrew keyboard (physical or logical), I just thought this issue was interesting so tried various things out. I got the Hebrew text by cutting it from Wikipedia and pasting it into Shotcut.
The thing is, when I paste it it shows up correctly in the area I am typing, it shows up correctly in the MLT file, it shows up correctly in the exported video. The only place it does not show correctly is in the video preview pane, which is the same as Monique sees. Weird eh?