Set spell checking language
To change the DefaultNaturalLanguage
for the current notebook for example to "German"
one can use
CurrentValue[EvaluationNotebook[], DefaultNaturalLanguage] = "German"
The default is
CurrentValue[EvaluationNotebook[], DefaultNaturalLanguage] = Language
CurrentValue[Language]
gives the actual current value of the default.
I do not know where there is a way to set this in the Preferences dialog, but it is changeable in the Options Inspector: search for "DefaultNaturalLanguage" and change the value of the drop-down. For example, with English as the interface language, changing the DefaultNaturalLanguage to Spanish causes English words to be flagged, as expected, but the interface does not change.