For Cortana to work with your language you need to install the appropriate speech pack however if you are connected to an enterprise WSUS you won't be able to see additional downloads for your language.

To work around this you can get the language cab files from the 'Windows 10 Features on Demand' iso available via volume license and MSDN downloads, then use dism commands to apply the desired language packages. Currently the available ones are

• German - Germany (Microsoft-Windows-LanguageFeatures-Speech-de-de-Package.cab)
• English - Australia (Microsoft-Windows-LanguageFeatures-Speech-en-au-Package.cab)
• English - Canada (Microsoft-Windows-LanguageFeatures-Speech-en-ca-Package.cab)
• English - United Kigndom (Microsoft-Windows-LanguageFeatures-Speech-en-gb-Package.cab)
• English - India (Microsoft-Windows-LanguageFeatures-Speech-en-in-Package.cab)
• English - United States (Microsoft-Windows-LanguageFeatures-Speech-en-us-Package.cab)
• Spanish - Spain (Microsoft-Windows-LanguageFeatures-Speech-es-es-Package.cab)
• French - France (Microsoft-Windows-LanguageFeatures-Speech-fr-fr-Package.cab)
• Italian - Italy (Microsoft-Windows-LanguageFeatures-Speech-it-it-Package.cab)
• Japanese - Japan (Microsoft-Windows-LanguageFeatures-Speech-ja-jp-Package.cab)
• Chinese - China (Microsoft-Windows-LanguageFeatures-Speech-zh-cn-Package.cab)
• Chinese - Hong Kong (Microsoft-Windows-LanguageFeatures-Speech-zh-hk-Package.cab)
• Chinese - Taiwan (Microsoft-Windows-LanguageFeatures-Speech-zh-tw-Package.cab)

Note: Cortana is currently only available in United States, Japan, Australia, and Canada and India (in English) however having the speech packs installed will help your deployment if other markets open up.

You can also install the Text to speech pack along side. For example

Microsoft-Windows-LanguageFeatures-TextToSpeech-en-au-Package.cab adds Aussie Catherine and British James however Cortana doesn't use them.

To deploy during OSD create a package with the desired speech packs and an Install.bat file. The following  example of install.bat sets up English-Australia and also adds text to speech voices, you can add additional packages by changing the PackagePath:

DISM /Online /Add-Package /PackagePath:Microsoft-Windows-LanguageFeatures-TextToSpeech-en-au-Package.cab
DISM /Online /Add-Package /PackagePath:Microsoft-Windows-LanguageFeatures-Speech-en-au-Package.cab

And then create a Run Command Line step in the task sequence referencing the package with Disable 64-bit file system redirection

install.bat

To set the default Speech Language you need to modify the default user reg. This can be achieved in 3 commands during the task sequence

Load Default User Registry

reg load HKU\DefaultTemp "C:\Users\Default\NTUSER.DAT"

Set Default SpeechRecognizer

reg add "HKU\DefaultTemp\Software\Microsoft\Speech_OneCore\Settings\SpeechRecognizer" /v RecognizedLanguage /t REG_SZ /d en-AU /F

Unload Default User Registry

 reg unload HKU\DefaultTemp