Thanks
@Kiyoteru ;;
So, in the case of locale being incorrectly set:
If you do in fact have your locale set correctly, what ArtsyPink has said is likely correct; some sources you copy japanese symbols from can cause them to not paste correctly into utau. If this is the case, then do as ArtsyPink described - i'll link a different timestamp of the above video where I show how to type in hiragana.
Once you have done this, to get the symbol required, the tutorial video Kiyoteru sent says to use hiragana input and type "sasayaki" (ささやき), and then you'll get a dropdown. Option 2 will be 囁き, of which you can then remove the き (ki) from the end, and you're left with 囁 (the whisper symbol).
I hope this was helpful!