I can't reproduce your problem in OpenTTD 1.9.3 on OpenBSD 6.6 amd64. I changed to layout "English (UK)", "English (UK, extended WinKeys)" in Xfce, Settings, Keyboard. Now AltGr+6 w types ŵ and AltGr+[ e types ë. I can type both ŵ and ë in OpenTTD. There's no "silhouetted ?"; nothing appears until I type both the dead key and the next key.

I'm not sure how your system differs from mine. I haven't changed my font in OpenTTD; I do see ŵ and ë, so the font must have them. I compiled OpenTTD 1.9.3 from source; it uses libSDL from OpenBSD package sdl-1.2.15p10, and ICU libraries from icu4c-64.2p0. I didn't find any keyboard fixes in the changes from OpenTTD 1.9.2 to 1.9.3.

Thank you for attempting to reproduce my error, and explaining the expected behaviour. I now have version 1.9.3 installed, and still find the same faulty behaviour.

I'm using the pre-built Arch package, but rebuilding 1.9.3 from source displays the same issue.

I currently have sdl 1.2.15-13 and icu 64.2-1 installed, so there doesn't appear to be a mis-match there.

I've double-checked that my keyboard settings in XFCE match. Dead keys work in other applications (such as a Terminal window) as expected. localectl reports:
System Locale: LANG=en_GB.UTF-8
VC Keymap: uk
X11 Layout: n/a

If you can suggest any other avenues of investigation, I'd be happy to try them.

I seem to remember an issue where some input method thing intercepted key input and transformed it in unexpected ways, but can't find any reference to it on first glance

i found it, it's #7296

Thanks, Eddi-z. I've downloaded and build the latest nightly build (20191019-master). In this build,the fault is gone, and the dead keys operate as expected. I would therefore conclude that this was a symptom of a bug in SDL 1.2, as described in #7296 , and is now resolved by switching openttd to use SDL 2.0, as detailed in #7086 .

I look forward to the release of OpenTTD 1.9.4 with the above fix!