OS X spellchecker is essentially the open-source Hunspell engine. It uses *.aff and *.dic files as spelling dictionaries. This is the same format as used by OpenOffice and many other applications. You can either try to locate *.aff and *.dic files for your language somehow, or you can download the corresponding OpenOffice dictionary extension. That is an OXT file, which is essentially a zip with a custom file extension. Unzip it with a zip utility, and copy the dictionary files to ~/Library/Spelling. It should work.
Look at the Keyboard/Text under Settings. Does it appear in the Set Up spelling menu? It is possible that you need to check the box.
It does not appear in the settings... Strange..
What dictionary are you using? I tried with a third-party dictionary of Ukrainian, and it worked.
P.S. By now, I am starting to doubt my sanity as apparently features that work under my 10.11 installation do not work for anyone else