How to change citation language in Microsoft Word for Mac 2015 (15.17.1)?
There is a rather inconvenient solution to this problem, but this seems to be the only currently available solution due to the lack of Mac OSX support of Microsoft Word features.

After inserting the reference in German (or whatever) language, you can right-click it and choose Toggle Field Codes.... Then you will see the code of the inserted field. For German citations this is something like {CITATION ABC15 \l 1031} where ABC15 is the unique name of the source and \l 1031 refers to the language of the inserted field. 1031 is in fact German (Germany) according to Locale identification numbers for language-specific files.

Knowing the unique source name, you can insert a field on your own from Insert &gt; Field... &gt; Citation and in the box below enter CITATION ABC15 \l 1033 where 1033 now stands for English (US). Then the citation will be inserted in English (US) language. More information on the citation field can be found here.

Looking at Microsoft Word 2015 for Windows, there you have the ability to change the language of every single source in the Edit Source dialog and also to gather its unique name from the Edit Source dialog.