When you are viewing the contents of a form, Delphi substitutes Unicode characters with the corresponding codes in #nnnn format. (This is valid for Delphi 10.2.3 and earlier, I do not know how it will be in 10.3). Therefore, manual editing of text strings of form elements is very difficult.
After installing the Kryvich's Forms Humanizer package in your IDE, you can use a simple keyboard shortcut Ctrl-Alt-H to "humanize" all the text strings in your form's editor. This means that codes like #nnnn will be replaced with the corresponding Unicode characters.
You can download and test the plugin for free here: https://sites.google.com/site/kryvich/kryvichs-form-humanizer.
Enjoy!