Custom font does not support numbers in math mode

Question

I was trying to change fonts in my document but run into some problems:

1. It seems that the custom font I am using does not support numbers (and symbols) in math mode and instead the default font is being used.
2. The same problems appears in the axes: ticks values are displayed in the default font and not in the custom font.

I know for sure that all the fonts in question (and especially Harding Text Web that I am using for maths) support all the symbols, greek letters, and numbers that I would ever need in my document.

My intention is to use some of the fonts I have installed on my computer. I am aware that I could e.g. swap my 'system' Roboto to the roboto TeX package. But this is impossible with some other fonts.
Something I noticed: using the ASCII symbol for e.g. sigma inside\mathrm works, but \sigma reverts to the default font anyway. I do not see myself looking up all the UTF/ASCII codes for all symbols and numbers...
I am using TeXShop with XeLaTeX.

Notice how the zeros, infinity symbol, and the greek letters are in Computer Modern

My code:

\documentclass[12pt, oneside]{article}
\usepackage[a4paper, margin=1.5in]{geometry}
\usepackage[english]{babel}

%----- Custom font -------------
\usepackage{fontspec}
\setmainfont{Harding Text Web}
\setsansfont{Roboto} 
\setmonofont{Hack}
%-------------------------------


%----- Include maths -----
\usepackage{mathtools}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amssymb}
%-------------------------


%----- Sans math, math as text --------
\usepackage[italic]{mathastext}
\usepackage{sfmath}
%--------------------------------------


%----- Custom commands -------------
\newcommand{\T}{\textrm{\sf T}}
\newcommand{\A}{\mathbf{A}}
\newcommand{\B}{\mathbf{B}_\kappa}
\newcommand{\uk}{\mathbf{u}_\kappa}
\newcommand{\de}{\mathrm{d}}
\newcommand{\trace}{\mathrm{Tr}}
\newcommand{\Gramian}{\textbf{W}_{\rm c}}
\newcommand{\vect}{\mathrm{vec}}
%-----------------------------------


\begin{document}



\subsection*{Normalization}

$$ \A_{\rm norm} = \frac{\A}{\lambda(\A)_{\rm max} + c} - \textbf{I} $$
%
where $\lambda(\A)_{\rm max}$ denotes the largest eigenvalue of $\A$ and $\textbf{I}$ is the identity matrix. 

\subsection*{Controllability Gramian}

$$ \Gramian = \int_{0}^{\infty} \exp(\A\tau)\B\B^\T \exp(\A^\T\tau) \de \tau $$
%
where $^\T$ denotes the transpose of a matrix.

Alternatively, we can obtain the controllability Gramian $ \textbf{W}_{\rm c} $ by solving the Lyapunov equation:
%
$$ \A\textbf{W}_{\rm c} + \textbf{W}_{\rm c}\A^\T + \B\B^\T = 0$$
%
limitation being that it can be only applied to stable systems.

\end{document}

Answer 1

While I don’t have the fonts to test, the following usually works:

\usepackage{unicode-math}

\defaultfontfeatures{Scale=MatchUppercase}
\setmainfont{Harding Text Web}[Scale=1.0]
\setsansfont{Roboto} 
\setmonofont{Hack}
\setmathfont{STIX Two Math}
\setmathfont{STIX Two Math}[range={scr,bfscr}, StylisticSet=1] % Set up \mathscr and \mathcal
\setmathfont{Harding Text Web}[range=up}
\setmathfont{Harding Text Web Italic}[range=it] % Or whatever the Italic font is called.
\setmathfont{Harding Text Web Bold}[range=bfup]
\setmathfont{Harding Text Web Bold Italic}[range=bfit]
% Similarly set sfup, sfit, bfsfup, bfsfit and tt if you need them.

You might find another math font that matches Harding Text better. In particular, it has a high x-height, a flared style, and avoids thin stems. You might try TeX Gyre Bonum Math, TeX Gyre Schola Math or TeX Gyre DejaVu Math.