How to use greek letters in titles etc

I want to include “3σ” in a title. The normal alt-0229 isn’t working. I’ve tried a range of other alt-codes suggested by various websites (alt-962, alt+963,Alt + 120532, ALT 120590) none give the desired result.

Eventually I found I could copy-paste from https://greek.typeit.org/.

Would love to know a more elegant work-around.

Plain text paste of utf-8 characters works for me: