Brill

Brill typeface: Is this a Word issue, a typeface issue or a PDF creation issue?

In my pursuit of finding the typefaces that correctly render both the combining diacritics and Serbian versions of Cyrillic italics letters I've just checked how does Brill fare. Weirdly, it only fails to convert one letter properly, but what is weird is that even though the letters appear correctly in Word, they do not when one creates a PDF.

Why does it happen?

The only typefaces that manage to do these things correctly are two SIL ones, even ALPHABETUM, which seems to have the most complete set of characters, does not have the correct italics.