In an edit on Wikipedia, I replaced nbsp templates with nbsp characters using the Nbsp button from the Special character menu. VisualEditor was unable to add the last instance of the nbsp character despite showing the gray box of the nbsp character. I needed to edit the source and manually add the nbsp character without using VisualEdit (see this diff). I'm using the Vector wiki skin from a Chromium-based web browser on macOS.
Topic on VisualEditor/Feedback
How strange. Is this the only time that's happened to you?
I remember trying it multiple times, all resulting in the same outcome. The nbsp character was missing after saving the edit via VisualEdit.
I tested it here from the keyboard and here from the menu. It works when it's saved, but not inside the editor. (It displays the space, but it doesn't treat the space as a non-breaking space.) I'll file a bug.