Comcode3 on the EU server told me on Discord how to change your font.
1.) Go to "C:\Windows\Fonts" and copy "Comic Sans MS" into the mod folder of your games installation directory. The default path would be "C:\Games\World_of_Warships\bin\\[temporaryNumber]\res_mods\gui\fonts" - if the directory doesn't exist, you can just create it.
2.) There should now be 4 files in your fonts folder. You can get rid of "comici.ttf" and "comicz.ttf" - they are not needed.
3.) The easiest way to activate the font for the game now is to rename it to the font that is used by default.
So rename "comic.ttf" to "Warhelios_Regular.ttf" and "comicbd.ttf" to "Warhelios_Bold.ttf"
Unfortunately, you would have to redo that process after every game update, since the temporary number in the path changes and thus the directory. Also, it doesn't work for every page in the game (e.g. Armory), since those are run by a separate browser 😕
Again, thanks to Comcode3 at EU.