I can add a rupee symbol anywhere using the shortcut ₹ (CTRL+ALT+4) after selecting the Indian English Keyboard.
However, I am unable to do that in Adobe Illustrator.
How do I insert the Rupee symbol in Adobe Illustrator?
Also works for other symbols you can't type directly.
The Glyphs panel is also available in InDesign, where it has the shortcut Alt + Shift + F11.
The reason why your usual key combination doesn't work, is probably because Illustrator has another action assigned to it. You could try and look at Edit > Keyboard Shortcuts (Alt/Option+Ctrl/Cmd+Shift+K) to find what function is linked to it and unlink it.