Seems to be related to a a requirement where Bing search must be enabled for Cortana to work, the registry change in this discussion worked for me..
...

I think we have a solution..

https://www.tenforums.com/general-support/58447-cortana-not-showing-correct-language.html

That's done the trick for me too! Thanks Paul! :)

Yep, that's exactly the same problem I'm seeing..

I'm having exactly the same problem with Cortana. Upgraded my non-insider laptop from 10586 to 14393.10 and lost Cortana (even though the process is running in task manager). Seems to be related to...

I'm in the UK (so all my regional settings were English United Kingdom) and I'm having the exact same problem and I updated my non-insider 10586 to the Anniversary Update last night so it's now...