"What is the simple cipher for such an alphabet?"
I'm assuming you have some message written by paper in a written language with thousands of "characters", and you want to write an encrypted message on paper using more-or-less the same set of characters.
One could use a substitution cipher, as you suggested, using a codebook that, for each red plaintext character, lists some substitute black encrypted character.
Such a cipher would be more-or-less equivalent to a nomenclator cipher,
which, as you suspected, is significantly more difficult to crack than a Latin-character monosubstitution cipher.
A codebook of ten thousand symbols would be no more difficult to use than English-language commercial telegraph codes of ten thousand words --
in both cases you may need to paraphrase the message so that the plaintext only used the available red plaintext characters/words, avoiding the (hopefully rare) words/symbols left out of the codebook.
My understanding is that two Chinese telegraph operators, at opposite ends of a telegraph link, use two identical dictionaries with (nearly) every Chinese character printed with its corresponding 4 decimal digit Chinese telegraph code.
Once a message in Chinese characters has been translated into a series of decimal digits, one can use any of the classic ciphers on them ... and perhaps translate the resulting encrypted decimal digits, 4 at a time, back into Chinese characters.
My understanding is that Japanese telegraph operators use a completely different system: they write down the message entirely phonetically, using only katakana letters, of which there are around 40.
That's few enough letters that any of the classic ciphers can be used with them directly.
However, other ciphers may be much easier to use, because they avoid the necessity of a codebook, and support using any conceivable Chinese, Japanese, or other character:
A null cipher mixes the characters of the message with many null characters (chaff) that are ignored when deciphering.
A transposition cipher, such as a grille cipher or the "Chinese cipher", shuffles the characters around.
While a transposition cipher alone may be inadequate for a short message in Chinese-like characters, mixing in some null characters might give adequate security against manual decryption.