Keyboard layout issue

In my experience, SDL (and thus openMSX) doesn't seem to work well with key composition as happens on US International keyboard layouts. But you're saying it works better for you?
Anyway, I'd recommend to use plain US keyboard layout, but yeah if you have a Spanish keyboard, I guess that's not an option.
You can also try the POSITIONAL keyboard mode (you can find it in the OSD menu). That just has a fixed mapping, depending on the emulated MSX.

I have the same problem with the French and Japanese keyboards. The OSD keyboard does not help at all because the touches that cause problem are not there.

The only solution is to use Nekolancher (but that has not been compiled for recent Macs) by using the option: Window -> Type Window. It's the method that works best, almost all keys work. Otherwise the NekoLauncher keyboard matrix window is painful to use but sometimes helps.

It's not really better on Windows.

For example, with the Turbo R emulated i can get : ¥ or _ by pressing the corresponding key using a japanese keyboard. When i press ']' key i get ¥. Select and Stop are difficult to obtain, not possible by default. It's very annoying for programming.
In addition MSX graphic characters are not visible on the matrix nor OSD keyboard, so difficult to find.

What's the problem with select and stop? They map to F7 and F8 respectively.

For the other keys, please enable the keyboard debug logging to see what's going on.

Do you have a suggestion on how to solve this?

Also, please enable the keyboard debug logging to check out the yen and underscore key issue.