Comment 3 for bug 1313032

I don't think this is just an issue with the settings app. I had this working in 13.10 by using "setxkbmap -option compose:rwin", and it stopped working after upgrading to 14.04. Changing the compose key in the settings GUI just causes the setxkbmap options to change.

Oddly, the compose key does work in xterm and xedit -- but not xfce4-terminal, Firefox, or leafpad. In Chromium, the compose key works initially, but stops working after the first time I change focus away from the address bar (even after focus is returned).