When you wrote:
function lоаd(){ аlert('Hello!'); }
You used:
U+006C : LATIN SMALL LETTER L
U+043E : CYRILLIC SMALL LETTER O
U+0430 : CYRILLIC SMALL LETTER A
U+0064 : LATIN SMALL LETTER D
When you wrote:
window.onload = load;
You used:
U+006C : LATIN SMALL LETTER L
U+006F : LATIN SMALL LETTER O
U+0061 : LATIN SMALL LETTER A
U+0064 : LATIN SMALL LETTER D
You have to use the same name. You can’t expect different names using different characters which happen to look similar to mean the same thing.