Unicode is a character standard
Stylish text generators do not usually install a new font in a game. They replace supported Latin letters with other Unicode characters that resemble a particular style, or they add Unicode symbols around ordinary text.
Rendering depends on available fonts
A phone or game client needs a font containing each character. When it does not, you may see a square placeholder. The same nickname can therefore look slightly different across operating systems.
Compatibility comes before decoration
Keep a plain backup version of your name. If a decorated version is rejected, remove characters one at a time, beginning with complex frames and less common symbols.