The font must not contain the correct information.
Use a Character Style to apply your bold -- always a better idea, for more reasons than one. And you can assign a custom shortcut to a character style (limited to the numeric keypad, but still better than nothing).
ahhhh....I though of the character style but didn't want to have to click each one. Didn't know I can assign a number to them....thanks. I will look into that. =)
edit ---- I am on a laptop without a numberpad so it seems that I can not create a shortcut. =/
Hm, what else…
One could write a script for changing formatting of a selected text to a specific character style or a specific formatting.
That script could be assigned to a keyboard shortcut.
I found an app called "Karabiner" that when open, lets you use the fn key and create a number pad. Then I was able to make a shortcut for it. Thanks guys. =)