yeah, rich text and multiple fonts would be nice to design documentation, but something related to this is happening, where if you have unicode glyphs installed in your system, Pd seems to find them even though they're not in DJVSM
I think this is covered by font caching. The system loads fonts it uses for the native UI and maybe a couple others for extra symbols, language, etc by default. Then when you ask for an extra symbol, you can get it even if it's not in the font family you are using.
If you use the font file directly, ie. for use in GEM, then you only get what's in the font file as there is no connection to the system in this regard. To get the required symbol coverage, then you need to use multiple fonts manually or a font with all symbols built-in.
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