The compiler can add the custom alphabet table to the story file all it wants. There is no place in the header of a z3 file to point out where it is, so the interpreter won’t find it.
You can use accented characters even without a custom alphabet table, but it means each accented character will take up three character positions. For normal text, this just means the text takes up a bit more memory. For dictionary words, it means the dictionary resolution decreases from six letter to four, for words which have one accented letter. Still, this doesn’t have to be a disaster either.