How can I successfully compile $\mathbb{5}$?

You could use the double struck from stix2, just taking enough from stix2.sty to define the one font not change the whole setup.

\documentclass{article}
\DeclareFontEncoding{LS1}{}{}
\DeclareFontSubstitution{LS1}{stix2}{m}{n}
\DeclareMathAlphabet{\stixbb}{LS1}{stix2bb}   {m} {n}
\begin{document}

[$\stixbb{12345}+12345$]

\end{document}

This works out of the box in unicode-math. The package also supports \Bbbfive and the Unicode character .