Where you live doesn't matter though, the constraint is where your users (or your data) lives.
If you're writing software which works exclusively for a single culture / country e.g. that country's tax return software, then it might be fine to take a much more prescriptive approach to the issue under the assumption that the user's information will match the requirements & limitations of the wider system. But even then it's risky:
> but generally it's not something that's allowed. At least not in the EU.
what happens if the kid decides to move to the EU, do their have to change their name? Or use a transcription?
Also Musk couldn't actually name his kid "X Æ A-12" because that's not legal under CA law (neither 12 nor Æ are part of the english alphabet). Kid ended up named X AE A-XII Musk ("AE A-XII" being their middle name).