Typing five-digit Unicode
Normally you would use the MacOS Character Viewer (Edit > Emoji & Symbols) to input these, rather than copy/pasting from some external source. The non-expanded, popover, version of the Character Viewer can be operated from the keyboard alone, via the search box, down arrow, and enter key.
If you want enter codes directly from the keyboard, you should be able to type each 5 digit code point using the 8 character utf-16 hex equivalent via the Unicode Hex Input Source, as described in this earlier answer.