You’re right. Remembering combos is the pain. Copy paste works, Text Replacement helps, Word or Docs menus work, but they add steps.
Try this. Press Control Command Space. The Emoji and Symbols panel opens. Type degree in search. Pick °. Press Return. It goes to Recents for next time. Works in Notes, Mail, Pages, Excel.
Pro tip. Keep the panel open while entering many temps. Type 72° F, 22° C fast. No layouts. No apps. Fewer steps to remeber. You wont forget, the same keys open emoji too.