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Another interesting thing to check out is KMonad (works on all platforms) to customize how your keyboard works. I don't think it supports exactly this "compose" effect, but it has various other tricks that could be similarly useful.
This manner of input is called "compose key" or "multi key", see compose key. It is a standard feature of X on Linux. On Windows, you could try WinCompose.
[Autohotkey](www.autohotkey.com) does that (nearly) perfectly on Windows. Look into hotstrings functionality. It's very easy to add new hotstrings as needed by editing the .ahk script file.