OpenTTD

Not a bug, working as intended. The fast forward button makes the game go as fast as the processor can, and apparently your processor is already maxed out at normal speed.
Note that OpenTTD will mostly use a single thread, so multiple cores are next to useless; single-core performance is what OpenTTD needs. Writing a savegame to disk happens in a separate thread, and Cargodist uses another thread to calculate the cargo flow across the transport network; everything else (drawing, moving vehicles, updating the landscape, etc.) is done on a single core. If that can only go e.g. 1 GHz, then big maps and/or many vehicles will quickly hit the performance ceiling.
Upgrade your hardware, or reduce map size and vehicle count (not zooming out as far as possible may help as well by reducing the drawing load), and you'll notice that fast forward does work.

No speed increase is seen even on smallest 64*64 map from the very start of the game, when there are no transport networks at all. Fast forwarded day still lasts exactly same time as usual day.
I retrieved my old openttd 1.3.0 for comparison and in that version speed dramatically increases even in big map.

Turn 'full animation' off.

Elaborate please.
Currently I'm playing 1.3 without turning off anything.