E.g., on the bash command line I can type a δ character using the Compose key and an ad hoc
~/.XCompose file, but if I try to do the same in Gnuplot what I get is
13:48 boffi@debian:~ $ δ bash: δ: command not found 13:48 boffi@debian:~ $ gnuplot G N U P L O T Version 5.2 patchlevel 6 last modified 2019-01-01 Copyright (C) 1986-1993, 1998, 2004, 2007-2018 Thomas Williams, Colin Kelley and many others gnuplot home: http://www.gnuplot.info faq, bugs, etc: type "help FAQ" immediate help: type "help" (plot window: hit 'h') Terminal type is now 'qt' gnuplot> Î´
The best answer will teach me how to make Gnuplot accept Unicode characters, a good answer will explain why Gnuplot does not accept Unicode characters.
13:53 boffi@debian:~ $ env | grep LANG LANG=C.UTF-8