I think the problem is that the ™ character and others aren’t supported in KiCad’s font (based on the Hershey font IIRC). A while back I read that somebody did some work on supporting TTF in KiCad, but I haven’t followed the progress of that. In the meantime you could approximate it using a superscripted TM, i.e. ^{TM}.
It doesn’t look quite right but, I suppose that it will have to do.
A superscript ^{TM} is slightly larger and spaced to closely to the preceeding character vs the true ™ symbol.
Also thank you for the superscript thing.
I have wondered for a while if Kicad could do super and subscript.
I now have found #{text} to do subscript.
Not just an oversight. I was experimenting and some syntax functions in schematic do not work in PCB.
eg. ${xxx} and ~{…}. Sub & superscript size difference is not as noticeable either.