Hi, yes this is possible.
First, it would be helpful if you could add the Greek alphabet, and other translations if you feel inclined, to glotpress so that others may benefit, too.
This won’t get updated quickly, though, so in the meantime, you can customise the alphabet that the plugin uses by adding a hook in your theme or child theme (if you did not develop your theme then updates might remove your customizations without a child theme) in the functions.php file.
The required code would, for English look similar to the following:
<?php
add_filter( 'a_z_listing_alphabet', 'replace_a_z_alphabet' );
function replace_a_z_alphabet( $alphabet ) {
return 'Aáà??aáà?a,Bb,Cc,Dd,Eéè?êeéè?ê,Ff,Gg,Hh,Iíì??iíì??,Jj,Kk,Ll,Mm,Nn,Oóò??oóò??,Pp,Qq,Rr,Ss?,Tt,Uúùü?uúùü?,Vv,Ww,Xx,Yy,Zz'
}
The text “returned” in the function above needs to be a comma-separated (,) list of the alphabet letters with each group containing all variants such as upper and lower case of a single letter. The first letter in each group (above A, B, C etc) are the letter that gets used for the heading for any titles that match a letter in that group. You need to include all the variants for each letter because this list is used directly to match the first letter of every post’s title to decide which group the post falls-into.