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.
In my case (AltGr similarly reserved for (mostly) Polish specific letters), I set it to the right Ctrl key, though keys like CapsLock and Menu are also good candidates.
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.
