I don't know if this helps, but I had an analogous problem. At first, I
discovered that if I pressed Alt and o I got ø. But how to get an
umlauted o? I found that you take the quotation marks ". You press
Shift, Alt and " at the same time. Then you let up. Only then do you
press o. You get ö. To get umlauted a, you first press Alt, Shift and
". Then you let up. Then you press a. You get ä. Do you want an
accented o? First you press Alt and `. Then you let up.
Then you press o. You get ò. Press Alt and q and you get æ. Press
Alt, Shift and q and you get Æ. Do you want write Angstrom? Press
Shift, Alt and A and you get Å. Ångstrom.
http://www.delphi.com/nordichistory1