When you manually add mappings above $FFFF, the font needs a Microsoft Unicode full repertoire platform with Segmented coverage encoding format. You can add it through the Platform Manager. To enable backward compatibility do select “Copy from Microsoft Unicode BMP only”, as shown here:
Now you can add Character to Glyph Index Mappings above $FFFF to this platform.
Although slightly outdated, here is a useful tutorial about:
How to add characters defined in the Supplementary Planes…
Note: It is far more easy to add characters through the Insert Characters feature, available in the Professional Edition. That feature helps you to quickly add correctly mapped glyphs to your font, as explained here:
Insert Characters Feature