Mac/Word 2004 refuses 'Non-Roman' characters

[woodpoor]

OS 10.4.8 & Word 2004 (Version 11)

I work with Icelandic characters, (Mac’s U.S. extended or Icelandic keyboards) and word '04 refuses to add the þ, Þ, or ð, Ð, no matter how I set the custom Dictionary preferences.
I have created a new C. Dictionary.
I have selected 'none' under languages.
I have selected 'Icelandic' under languages.
I have opened the Custom/User Dictionaries and manually typed in the offending 'Non-Roman' characters, and words containing them.
And no matter what I do; Word's spell checker annoys me with this dialogue box:
"The word was not added to, … . The word you want to add might contain non-Roman characters, or the dictionary might be full."

I recently downloaded Word updates 11.3.0 & 11.3.2 from Microsoft's website & installed them. Word still refuses to add the Þ, þ, Ð. or ð characters to either of my "Custom Dictionaries".
Any thoughts out there on getting Word to understand that I actually DO want to include these Non-Roman characters?