How to change keyboard layout to specific language with hotkey in macOS?
How can I change my keyboard layout to English with Caps Lock and change layout to Russian with Shift+Caps Lock?
An old version of Punto Switcher could do this on Windows.
Solution 1:
For the general case of changing input sources via keyboard shortcuts, see this earlier question.
Another approach might be to use the app Ukelele to design a custom keyboard that does what you want, but it would be a lot of work.
If it would be enough to use Caps Lock to switch between English and Russian, you can do this by just checking a box at the bottom of System Preferences > Keyboard > Input Sources.