I'm sorry I thought the problem was with the _TALLY variable. The problem you are experiencing could be.
1) an corrupt index isue
2) set exact on/set exact off
3) Changing the collate causes your records to change order. Some characters are higher in rank then others, by changing the collate you change the rank on some characters, maybe that's where foxpro has problems handling his query.
You should try and set the rushmore optimization off and see what the result is there. If it is solved now you know that your index could be the problem here, if you create an index in collate turkish and you create one in collate machine you would probably end up with two different indexes that only work in their specific collate setting, if you use them in the other you can get weird results I guess. You could try doing some experimenting here. This is all theory I don't have any experience with the set collate command.