The NBSP request Filip mentions: https://illustrator.uservoice.com/forums/333657-illustrator-desktop-feature-requests/suggestions/35809120-non-breaking-space-nbsp-should-work

As for the problem — true, unchecking Enable Missing Glyph Protection helps to workaround it. However, I’d say Ai can make a better job signaling a substitution happens. It’s easy to spot the font is changed sometimes, but if a default font is somewhat similar to the desired one — this change can lead to problems later, when the substitution gets discovered too late.
InDesign has an option to highlight these, but InD is not Ai...

Xoán, I undrestand. In Czech language, there are a lot of accented characters. Some of them are available as precomposed glyphs in the keyboard layout, some of them has to be typed as accent+letter. In all apps I know, missing legacy accents (acute/quotesingle, ring, caron) does not change the font, this is a Illustrator problem only. Other apps wait for the letter and then insert á, š or ů. Illustrator does not, it switches the font immediately after inserting the modifying accent. Turning off "missing glyphs protection" is a workaround millions of other apps do not need.

In Illustrator I miss nonbreaking space (U+00A0) which is for unknown reason replaced by regular space (U+0020). Nonbreaking space is absolutely essential for typesetting French, Czech, Slovak, Polish, Hungarian and many other languages. Typesetting my native language correctly is only possible with a time consuming workaround (No Break attribute) in Illustrator. Even the most stupid text editors support nonbreaking space :-(

I totally agree with what you said in the last paragraph. Let's not talk about Indesign and how it deals with minoritized languages...
But in the case at hand it is not that the glyphs are missing. They are!
I admit to being quite stubborn and stubborn, stubbornly I found how to fix the error as a user. The bug is still there, but by doing the following, we don't suffer from it. We go to [Settings] [Text] and there we disable the "missing glyphs protection" et voilà! we can now write without problem.

I think this bug has been in Illustrator since version 3.0. It is manifested by the fact that if a glyph is missing in a given font, the text font is changed to the default.
If the user wants to type text with accents in certain languages (for example š) and uses the accent key to insert first the caron (ˇ) and then the letter, it is necessary to have so-called legacy accents in the font, in this case the caron glyph U+02C7. If the glyph is missing, the font is changed. I think I reported this problem 20 years ago.
Since this bug does not appear in English, Adobe will not be interested in resolving it. Users of languages other than English are unfortunately discriminated against by Adobe.

I already understood! but I wasn't able to explain you well! What I meant was that the image showed that the font had the necessary glyphs. The image is done exactly as you suggested, with the Eyedropper, and as you can see, the font contains all the glyphs and everything works fine.

I don’t ask for the proof, the image is enough.
I ask to test it, to force apply the font to these characters with the Eyedropper, to see if the font has the needed glyphs at all.

The proof you ask for is in the screenshot I sent at the beginning.
Notice that, in that screenshot, I sent the result that Illustrator gives me when typing, and what would be expected if everything was correct.
There you see that the fonts have the characters I write: vowels with an accent.

I was able to recreate this with Acumin Variable Concept Wide Bold. When UI tried to input 'ā' character, it switched to Myriad Pro. Well, it’s nothing unexpected, since Acumin Variable Concept does NOT have this glyph at all...
Do a simple test, please, — select the whole text object, grab the Eyedropper tool and click the character in it that has a correct font applied (that it 'When I wr' in your case) — will it apply the same font to all character in the text, or will it replace some with [X] symbols? If it does replace these, it simply means the font is missing the character you are trying to input, and Ai force switch the font to the one that has these.
This is not consistent with the way Ai does it for every other font, when it instantly types [X] symbol when you try to type the symbols the font does not have...
So independently on the results you get I will notify the Type team on this. Thanks you for reporting this, Xoán.

I think it's important to point out that with "Regular" or "Normal" weights this doesn't happen, it doesn't change weight. What happens is that it switches to the default typography in Illustrator. Go from Accumin, for example, to Myriad.

When we use the "Spanish keyboard" we only have to first press the accent key and then the vowel that interests you. [´] [a] = [á]. No additional method or app is required. But this is independent of the operating system, Mac or Windows.
I don't know how this can be happening in Polish or any other language with accents on vowels and consonants.
This type of bug is very common in Adobe products. For example, in InDesign, words in Spanish that have accents or "ñ" are identified as if they were written in Arabic, so they appear as errors when they are not found in the dictionaries (it does not look for them in the Spanish dictionary and the words, logically, are not in the dictionary Arabic).

I can’t verify it, but I am on Windows 10, and input the accented character using Microsoft Quick Accent menu, enabled through Power Toys app..
I assume Macs use some other ways of inputting these? How do you input letters exactly? What happens if you use some other methods?