I don't know if it is an actual puzzle. But I have some extra pictures that might give us a little more information (click on the pictures to see them in full size). On these pictures, you can clearly see Cyrillic characters
on the puzzle (К, Р, Ш, Ћ, Й, Б, М, Н, С and Г, other characters are hard to see).
At first I thought that the Ш was an E, but then I saw the way she holds the puzzle in the first picture... This indicates that the words formed should be read from top to bottom in that position, which corresponds perfectly to the orientation of the characters.
So the puzzle is similar
might be related to Word Spin
but with letters oriented differently. I wonder if the four pieces can be taken out from the "core" and rearranged...
Hope these new pictures will help find more information.