As you can see it uses for R, G, B, SPC, æ, Æ, ., t, and x the  
correct font:

           display: by this font (glyph code)
     x:-b&h-lucidatypewriter-medium-r-normal-sans-10-100-75-75-m-60- 
iso10646-1 (#x52)

For ä I get:

           display: composed to form "ä" (see below)

Composed with the following character(s) "¨" using this font:
   x:-mutt-clearlyu-medium-r-normal--17-120-100-100-p-123-iso10646-1
by these glyphs:
   [0 1 97 97 7 1 7 7 0 nil]
   [0 1 776 776 0 0 5 14 -12 [-5 3 0]]

Character code properties: customize what to show
   name: LATIN SMALL LETTER A
   general-category: Ll (Letter, Lowercase)

(The non-spacing ¨ is faked here with a spacing one. The *Help*  
buffer uses the COMBINING DIAERESIS U+0308 from ClearlyU. Lucida  
Typewriter does not have this glyph.)

It would be better GNU Emacs would compose the de-composed characters  
and then use the glyphs from the default font.

--
Greetings

   Pete

Give a man a fish, and you've fed him for a day. Teach him to fish,  
and you've depleted the lake.