The best workaround I found for that issue is to set up a .Renviron file and overwrite the locales there.
How to set and modify the .Renviron file is described i.e. in the regarding chaper of the open book Efficient R Programming. Therefore, one needs just to copy the lines
user_renviron = path.expand(file.path("~", ".Renviron"))
file.edit(user_renviron) # open with another text editor if this fails
and afterwards edit the .Renviron file to change the locale. Note that regarding on the OS some locales won't exist and it might be non trivial to install them. However, the locale "C" should always exist. For me also "English_United States.1252" worked on Windows and I added the following lines (including a linebreak) to the .Renviron file
LC_COLLATE = "English_United States.1252"
LC_CTYPE = "English_United States.1252"
LC_MONETARY = "English_United States.1252"
LC_NUMERIC = "English_United States.1252"
LC_TIME = "English_United States.1252"