Mmm yeah, I thought you were on ZorinOS 17 which implements this:
But I've looked at ZorinOS 16 now and I don't see this option, sorry about that (again ). The keyboard shortcut/sequence using hexadecimal codes still worked for me:
Pressing Ctrl+Shift+u and then release, writes that underlined u
character, and then I follow with the hexadecimal code and upon pressing space it replaces the sequence.
But quite honestly this is a bit awkward to write... so for lack of a better method I would probably recommend adding a second language which you can also do on ZorinOS 16 (I assume you don't have a Spanish keyboard by default?). Then, a quick Super+Space switches the layout, enter the text you need, and switch back again.