I don't know if there is any way to set seperate input language for the on screen keyboard in Windows but you can add a secondary input language and quickly switch between them by either using the input menu from the taskbar or either pressing Win + Space key combination or Crtl + Shift key combination from your keyboard.
To add a secondary input language:
1) Open Windows Settings.
2) Go to "Time & Language".
3) Go to "Language & region".
4) Find your language and press the 3 dot icon and go to "Language options".
5) Find the "Installed keyboards" option and press "Add a keyboard" button.
6) Finally add a language.
