I'm on Linux and on a keyboard layout that already uses AltGr for a lot of symbols. What key do you use for the compose key? I certainly don't have a physical compose key on my keyboards.
There are a number of popular choices that come preconfigured, see file /usr/share/X11/xkb/rules/base.lst line 851
https://github.com/freedesktop/xkeyboard-config/blob/master/...
As for other distributions, unfortunately I have no idea, but I would hazard a guess the right settings (if present) should be in similar places relating to keyboard setup.