Probably someone else reaches here, and may find these findings helpful.
Looking deeper into the whole typographic mess I came to a point where I found, as Nanobit was pointing out, that "Windings" does indeed not support Unicode character mappings, but is a leftover from the pre-Unicode era adhering to Microsofts proprietary "Windows" ("ANSI?") standard.
If so, why then do the characters display properly, if I use $codepage UTF-8, and btw, isn't UTF-8 a character encoding scheme and not a character mapping table (codepage)? I assumed, that $codepage UTF-8 could be a naming mispick, meaning "expect character literals to be specified using UTF-8 encoding", having nothing to do with codepages.
This would not explain, however, why the encircled numbers symbols do magically appear in the Unicode "Private Use Area", which is reserved for "user-specific" font customizations. What technology maps character faces taken from the Windings font into the "PUA"? And how can one know which characters are contained in the PUA?
I found this document:
https://scripts.sil.org/cms/scripts/page.php?id=VendorUseOfPUA&site_id=nrsi#14086407which explains: it is a customization Microsoft has made to make Windows/ANSI symbol fonts (which do not at all map to any Unicode codepage) accessible via Unicode strings. Windings is not a Unicode font, so the Unicode PUA contained in the Unicode "Basic" plane (code $00), is exploited. The first byte of the actual character code is therefore $00. $F0 is the code of the PUA where Microsoft has choosen to start the mapping, so the second byte is $F0. From there the codes follow the offset the character had in the original Windows/ANSI table, which is, for the encircled zero symbol, $80 as displayed by the Windows character map tool.
The complete code for character "encircled 0" is therefore $00$F0$80, or, simplified, $F080, the constant given by Nanobit.
For comparison: according to Unicode specs the encircled numbers are found from codepoint U+$24F5 / $E2$91$A0, for fonts which are natively "Unicode" compliant. There is no guarantee, however that a Unicode-compliant font must contain all of the zillions of characters Unicode supports, and browsing the fonts my Windows 11 has built-in I found no font which supports the encircled characters natively, but my search was quite superficial. I could have missed one.
A built-in cross-platform font would definitely be my favourite pick, if there was one. There are lists of cross-platform founts available (e.g.
https://en.wikipedia.org/wiki/Open-source_Unicode_typefaces) but none of these seems to be included in any Windows distribution, and I am reluctant to force my end-users to mess with font distribution. So I go with Microsofts workaround for the moment, the program is not intended to work outside the Windows world.
What a mess, mission finally accomplished for just one character, sacrificing cross-platform, and there are thousands more. Tools to come to the rescue? Neither the Windows Character Map nor Lazarus built-in "insert character" facility was of much help with this issue. It took me some time to finally find a tool which is able to display the whole thing: BabelMap (
https://www.babelstone.co.uk/Software/Download). See screenshot below.
Mission completed. May this save someone some time in the future.
Armin.