You cannot modify fonts in AE, though of course nothing stops you from using multiple layers to create the illusion. If you're just talking about inputting it from an existing font, then the respective character map/ input assistant utilities of your operating system are your friend.
Both Mylenium and Gutter-Fish are steps in the right direction. Thank you.
But I solved it before seeing these posts by:
pressing (Mac) OPTION+u (lower case) thus creating a ":" and immediately typing another lower case "u" which created lower case "ü" then i went into AE Character window and changed the font size to approximate an uppercase Ü.
And for PC/Surface Book (Win) I learned another neat trick just now:
Detach the tablet. Switch to the onscreen keyboard. Load in German/Deutschland language keyboard. The letter stared me straight in the face. Hopefully my German customers will appreciate the effort.
I do not know if the detach tablet/German keyboard trick will work with After Effects. I just started using it in this reply. But I hope so.
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Here are a couple more methods, that I've found easy to remember and implement:
On macOS, pressing and holding a key should bring up a context menu with the character variations. I'm not sure if this works in AE, but it will work in general macOS apps like TextEdit, Safari, etc., and you can copy paste the result (provided the font you're using in AE supports the character).
On Windows 10, you don't need to detach your tablet or load a specific language. You can right-click the Taskbar and choose Show touch keyboard button. Then click this button to bring up the on-screen keyboard, and when you click and hold (long-press) on any character, it will show you the options available for that character.