Trying the convert, let's say, the character 𝟬 from a text layer to a shape layer results in After Effects crashing with the error "Could not convert unicode character (23 :: 46)". This seems to work with all character from the Unicode Mathematical Alphanumeric Symbols block, although it should be noted that not many fonts support this block. I had to use the STIXGeneral font.
I am using an Apple Silicon Macbook with macOS Sonoma 14.0.