Any other text input field in Ubuntu allows me to press Ctrl+Shift+U and then type in a Unicode character code followed by Enter to get the special character. Trying to do so in RStudio doesn't work, it takes the character code as plain text instead.
I verified that some keyboard shortcut was mapped to Ctrl+Shift+U by default but disabling it didn't fix the issue.
Are you launching RStudio from your shell, or through another mechanism? RStudio Desktop doesn't launch R sessions through a shell and so won't read any environment variables set or exported in e.g. a .bash_profile.