ADDITIONAL SYSTEM INFORMATION :
Ubuntu 14.04 LTS
openjdk version "11" 2018-09-25
OpenJDK Runtime Environment 18.9 (build 11+28)
OpenJDK 64-Bit Server VM 18.9 (build 11+28, mixed mode)


A DESCRIPTION OF THE PROBLEM :
For instance, when using a SaxParser, setting the locale property to German, has no effect on the language used for exception messages. The exception messages during parsing are returned in English. The only other two locales available besides the default English are Locale.CHINA and Locale.JAPAN.

Having a look at the contents of the shipped {java_11_home}/lib/modules file, reveals that only the files XMLMessages.properties , XMLMessages_ja.properties and XMLMessages_zh_CN.properties are present. That only those three languages are present is also true for several other .properties-files, such as, but not necessarily limited to:
DatatypeMessages.properties
DOMMessages.properties
JAXPValidationMessages.properties
SAXMessages.properties
XIncludeMessages.properties
XMLSchemaMessages.properties
XMLSerializerMessages.properties
XPointerMessages.properties

REGRESSION : Last worked in version 10

STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
1) Create a SAXParser and set its locale property to German:

SAXParser saxParser = ... ;
saxParser.setProperty("http://apache.org/xml/properties/locale", Locale.GERMANY);

2) Parse a document which causes an exception during parsing. For instance, with error code "MarkupNotRecognizedInContent"

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
The exception message is in German, saying "Der Content von Elementen muss aus ordnungsgem\u00E4\u00DF formatierten Zeichendaten oder Markups bestehen."
ACTUAL -
The exception message is the default English, saying "The content of elements must consist of well-formed character data or markup."