How to write diacritical marks in Illustrator that are written with character+rightAlt in Windows?

In any Windows software (including Photoshop and Indesign) I can reproduce diacritical marks using character+AltRight to type āšķīļĀŠĶŪŅ etc. But it doesn't work in Illustrator. When I'm in typing mode - Illustrator is using it as a shortcut instead of reproducing diacritical characters, for example, altR+s = is saving a copy, altr+shift+s = saving for web and not typing special characters.  Even Photoshop and Indesign understand that I'm typing - for example in typing mode it types š, but when I exit (esc) typing mode it is saving a copy. 

I workaround by typing in Notepad and then copy-pasting in Illustrator, but it is annoying. I'm missing something? 

Glyph panel is not a solution.