If the latter two can't written in Lazarus, that is a serious problem.
I can't speak for Lazarus on MacOS (and yes, I'm aware that is what this post is about), I'm just saying Lazarus in General.
I have my keyboard in XFCE4 on Linux set to English Alt-Gr International and I can write all the characters mentioned without any problem, in the majority of applications that are unicode aware, including Lazarus.
This is likely a MacOS issue.
Rant on Mac...
For what it is worth, when forced to use a Mac (I have one at work) I do everything in Linux VMs and VNC into them... And I use a regular PC keyboard. Basically because on the Mac Side of of things, I have many keyboard issues, this would likely be one of them, but I don't notice...
The above is largely because I'm use to Linux and don't have the patience to get to use MacOS...
End rant on Mac...
That all being said, as the thread title and area suggest, this is specific to Lazarus on MacOS.
But Lazarus should not be preventing these letters from being written.
So my guess this is some sort of Mac configuration issue, but...
@edgarrod71, do other applications let you write these letters correctly? You said Visual Studio works correctly? How about other applications?