An AutoHotKey script I used to use, now replaced with Microsoft PowerToys and hardware media keys.

main.ahk

; -----
; = Shortcuts = (Ctrl+LShift+...)
; Space - Pin/unpin active window
;
; = Music Controls = (Ctrl+LShift+...)
; Down Arrow  - Lower volume
; Up Arrow    - Raise volume
; Right Shift - Pause/play music
; Left Arrow  - Previous track
; Right Arrow - Next Track
;
; = Alt Keys = (Alt+...)
; t ™
; w ω
; - –
; _ —
; = ≈
;
; = Hotstrings =
; /jk - </just-kidding>
; /s  - </sarcasm>
; /shrug - ¯\_(ツ)_/¯
;
; = Caps Lock =
; 1 - Smallcaps
; 2 - Fullwidth
; 3 - Math Bold Italic
; 4 - Math Bold Script
; 5 - Math Bold Fraktur
; -----


SendMode Input
caps:=0


^+Down:: Send, {Volume_Down}
^+Up:: Send, {Volume_Up}
^+Left:: Send, {Media_Prev}
^+Right:: Send, {Media_Next}
^+RShift:: Send, {Media_Play_Pause}


!t:: Send, {U+2122}
!w:: Send, {U+03C9}
!-:: Send, {U+2013}
!_:: Send, {U+2014}
;!=:: Send, ≈


;::/jk::</just-kidding>
;::/s::</sarcasm>
::/shrug::¯\_(ツ)_/¯


; Modify caps lock
~CapsLock:: caps:=GetKeyState("CapsLock", "T")
~CapsLock & 1:: caps:=2
~CapsLock & 2:: caps:=3
~CapsLock & 3:: caps:=4
~CapsLock & 4:: caps:=5
~CapsLock & 5:: caps:=6

#If caps = 2
+a:: Send, {U+FF21}
+b:: Send, {U+FF22}
+c:: Send, {U+FF23}
+d:: Send, {U+FF24}
+e:: Send, {U+FF25}
+f:: Send, {U+FF26}
+g:: Send, {U+FF27}
+h:: Send, {U+FF28}
+i:: Send, {U+FF29}
+j:: Send, {U+FF2A}
+k:: Send, {U+FF2B}
+l:: Send, {U+FF2C}
+m:: Send, {U+FF2D}
+n:: Send, {U+FF2E}
+o:: Send, {U+FF2F}
+p:: Send, {U+FF30}
+q:: Send, {U+FF31}
+r:: Send, {U+FF32}
+s:: Send, {U+FF33}
+t:: Send, {U+FF34}
+u:: Send, {U+FF35}
+v:: Send, {U+FF36}
+w:: Send, {U+FF37}
+x:: Send, {U+FF38}
+y:: Send, {U+FF39}
+z:: Send, {U+FF3A}
a:: Send, {U+FF41}
b:: Send, {U+FF42}
c:: Send, {U+FF43}
d:: Send, {U+FF44}
e:: Send, {U+FF45}
f:: Send, {U+FF46}
g:: Send, {U+FF47}
h:: Send, {U+FF48}
i:: Send, {U+FF49}
j:: Send, {U+FF4A}
k:: Send, {U+FF4B}
l:: Send, {U+FF4C}
m:: Send, {U+FF4D}
n:: Send, {U+FF4E}
o:: Send, {U+FF4F}
p:: Send, {U+FF50}
q:: Send, {U+FF51}
r:: Send, {U+FF52}
s:: Send, {U+FF53}
t:: Send, {U+FF54}
u:: Send, {U+FF55}
v:: Send, {U+FF56}
w:: Send, {U+FF57}
x:: Send, {U+FF58}
y:: Send, {U+FF59}
z:: Send, {U+FF5A}
0:: Send, {U+FF10}
1:: Send, {U+FF11}
2:: Send, {U+FF12}
3:: Send, {U+FF13}
4:: Send, {U+FF14}
5:: Send, {U+FF15}
6:: Send, {U+FF16}
7:: Send, {U+FF17}
8:: Send, {U+FF18}
9:: Send, {U+FF19}

#If caps = 3
+a:: Send, A
+b:: Send, B
+c:: Send, C
+d:: Send, D
+e:: Send, E
+f:: Send, F
+g:: Send, G
+h:: Send, H
+i:: Send, I
+j:: Send, J
+k:: Send, K
+l:: Send, L
+m:: Send, M
+n:: Send, N
+o:: Send, O
+p:: Send, P
+q:: Send, Q
+r:: Send, R
+s:: Send, S
+t:: Send, T
+u:: Send, U
+v:: Send, V
+w:: Send, W
+x:: Send, X
+y:: Send, Y
+z:: Send, Z
a:: Send, {U+1D00}
b:: Send, {U+0299}
c:: Send, {U+1D04}
d:: Send, {U+1D05}
e:: Send, {U+1D07}
f:: Send, {U+A730}
g:: Send, {U+0262}
h:: Send, {U+029C}
i:: Send, {U+026A}
j:: Send, {U+1D0A}
k:: Send, {U+1D0B}
l:: Send, {U+029F}
m:: Send, {U+1D0D}
n:: Send, {U+0274}
o:: Send, {U+1D0F}
p:: Send, {U+1D18}
q:: Send, {U+01EB}
r:: Send, {U+0280}
s:: Send, {U+0073}
t:: Send, {U+1D1B}
u:: Send, {U+1D1C}
v:: Send, {U+1D20}
w:: Send, {U+1D21}
x:: Send, {U+0078}
y:: Send, {U+028F}
z:: Send, {U+1D22}

#If caps = 4
+a:: Send, {U+1D468}
+b:: Send, {U+1D469}
+c:: Send, {U+1D46A}
+d:: Send, {U+1D46B}
+e:: Send, {U+1D46C}
+f:: Send, {U+1D46D}
+g:: Send, {U+1D46E}
+h:: Send, {U+1D46F}
+i:: Send, {U+1D470}
+j:: Send, {U+1D471}
+k:: Send, {U+1D472}
+l:: Send, {U+1D473}
+m:: Send, {U+1D474}
+n:: Send, {U+1D475}
+o:: Send, {U+1D476}
+p:: Send, {U+1D477}
+q:: Send, {U+1D478}
+r:: Send, {U+1D479}
+s:: Send, {U+1D47A}
+t:: Send, {U+1D47B}
+u:: Send, {U+1D47C}
+v:: Send, {U+1D47D}
+w:: Send, {U+1D47E}
+x:: Send, {U+1D47F}
+y:: Send, {U+1D480}
+z:: Send, {U+1D481}
a:: Send, {U+1D482}
b:: Send, {U+1D483}
c:: Send, {U+1D484}
d:: Send, {U+1D485}
e:: Send, {U+1D486}
f:: Send, {U+1D487}
g:: Send, {U+1D488}
h:: Send, {U+1D489}
i:: Send, {U+1D48A}
j:: Send, {U+1D48B}
k:: Send, {U+1D48C}
l:: Send, {U+1D48D}
m:: Send, {U+1D48E}
n:: Send, {U+1D48F}
o:: Send, {U+1D490}
p:: Send, {U+1D491}
q:: Send, {U+1D492}
r:: Send, {U+1D493}
s:: Send, {U+1D494}
t:: Send, {U+1D495}
u:: Send, {U+1D496}
v:: Send, {U+1D497}
w:: Send, {U+1D498}
x:: Send, {U+1D499}
y:: Send, {U+1D49A}
z:: Send, {U+1D49B}

#If caps = 5
+a:: Send, {U+1D4D0}
+b:: Send, {U+1D4D1}
+c:: Send, {U+1D4D2}
+d:: Send, {U+1D4D3}
+e:: Send, {U+1D4D4}
+f:: Send, {U+1D4D5}
+g:: Send, {U+1D4D6}
+h:: Send, {U+1D4D7}
+i:: Send, {U+1D4D8}
+j:: Send, {U+1D4D9}
+k:: Send, {U+1D4DA}
+l:: Send, {U+1D4DB}
+m:: Send, {U+1D4DC}
+n:: Send, {U+1D4DD}
+o:: Send, {U+1D4DE}
+p:: Send, {U+1D4DF}
+q:: Send, {U+1D4E0}
+r:: Send, {U+1D4E1}
+s:: Send, {U+1D4E2}
+t:: Send, {U+1D4E3}
+u:: Send, {U+1D4E4}
+v:: Send, {U+1D4E5}
+w:: Send, {U+1D4E6}
+x:: Send, {U+1D4E7}
+y:: Send, {U+1D4E8}
+z:: Send, {U+1D4E9}
a:: Send, {U+1D4EA}
b:: Send, {U+1D4EB}
c:: Send, {U+1D4EC}
d:: Send, {U+1D4ED}
e:: Send, {U+1D4EE}
f:: Send, {U+1D4EF}
g:: Send, {U+1D4F0}
h:: Send, {U+1D4F1}
i:: Send, {U+1D4F2}
j:: Send, {U+1D4F3}
k:: Send, {U+1D4F4}
l:: Send, {U+1D4F5}
m:: Send, {U+1D4F6}
n:: Send, {U+1D4F7}
o:: Send, {U+1D4F8}
p:: Send, {U+1D4F9}
q:: Send, {U+1D4FA}
r:: Send, {U+1D4FB}
s:: Send, {U+1D4FC}
t:: Send, {U+1D4FD}
u:: Send, {U+1D4FE}
v:: Send, {U+1D4FF}
w:: Send, {U+1D500}
x:: Send, {U+1D501}
y:: Send, {U+1D502}
z:: Send, {U+1D503}

#If caps = 6
+a:: Send, {U+1D56C}
+b:: Send, {U+1D56D}
+c:: Send, {U+1D56E}
+d:: Send, {U+1D56F}
+e:: Send, {U+1D570}
+f:: Send, {U+1D571}
+g:: Send, {U+1D572}
+h:: Send, {U+1D573}
+i:: Send, {U+1D574}
+j:: Send, {U+1D575}
+k:: Send, {U+1D576}
+l:: Send, {U+1D577}
+m:: Send, {U+1D578}
+n:: Send, {U+1D579}
+o:: Send, {U+1D57A}
+p:: Send, {U+1D57B}
+q:: Send, {U+1D57C}
+r:: Send, {U+1D57D}
+s:: Send, {U+1D57E}
+t:: Send, {U+1D57F}
+u:: Send, {U+1D580}
+v:: Send, {U+1D581}
+w:: Send, {U+1D582}
+x:: Send, {U+1D583}
+y:: Send, {U+1D584}
+z:: Send, {U+1D585}
a:: Send, {U+1D586}
b:: Send, {U+1D587}
c:: Send, {U+1D588}
d:: Send, {U+1D589}
e:: Send, {U+1D58A}
f:: Send, {U+1D58B}
g:: Send, {U+1D58C}
h:: Send, {U+1D58D}
i:: Send, {U+1D58E}
j:: Send, {U+1D58F}
k:: Send, {U+1D590}
l:: Send, {U+1D591}
m:: Send, {U+1D592}
n:: Send, {U+1D593}
o:: Send, {U+1D594}
p:: Send, {U+1D595}
q:: Send, {U+1D596}
r:: Send, {U+1D597}
s:: Send, {U+1D598}
t:: Send, {U+1D599}
u:: Send, {U+1D59A}
v:: Send, {U+1D59B}
w:: Send, {U+1D59C}
x:: Send, {U+1D59D}
y:: Send, {U+1D59E}
z:: Send, {U+1D59F}

Can you elaborate on how you use Microsoft PowerToys for the same purpose?

People check random gists? lol

But to answer your question, Power Toys can't do most of what this script does (the keyboard manager can't remap shortcuts to arbitrary unicode characters), but I've no longer had the need for most of it anyways, and the one thing I still used that Power Toys replaced was the windows pinning feature.