Trouble with fontspec/unicode-math and bold upright dotless i

\symbfup (and the other \sym..commands) maps its argument to the Mathematical Alphanumeric Symbols unicode block http://unicode.org/charts/PDF/U1D400.pdf. It will only work for symbols which have a target there. You can't use it for arbitrary input.

If you want to use a bold unicode character which is not in the mathematical unicode block you will have to resort to a text font. The various \mathXX fonts can be used for this:

\documentclass{article}
\usepackage{unicode-math}
\setmainfont{Latin Modern Roman} %to force \mathtextbf to use EU-encoding
\begin{document}

%\mathbf is possible too, but \mathtextbf is ihmo clearer
Unit vector $\mathtextbf{\symup{ı}}$; compare $\textbf{ı}$.

\end{document}

There is no Unicode specification for a mathematical bold dotless i, so unicode-math cannot provide an automatic substitution: there is nothing to point at. The character seems to have its uses (with a hat or arrow for denoting a vector/versor), but until Unicode doesn't add it and fonts are updated, \symbfup cannot reach it.

So, for now, \textbf{\i} seems the only solution, albeit ugly.

Here's a search for “mathematical dotless” in Unicode points (courtesy of UnicodeChecker)

Contrast it with a search for “mathematical small i”

Neither the Latin Modern Math nor the XITS Math math fonts feature a bold version of \imath ("dotless i").

It looks like ı ("text-mode dotless i") is correctly mapped into \imath if it is encountered in math mode. And, as there is no bold version of \imath, ı and \symbfup{ı} both produce the same non-bold output.

\documentclass{article}
\usepackage{amsmath} % for "\boldsymbol" macro
\usepackage{fontspec}
\setmainfont{Latin Modern Roman} 
%or: \setmainfont{XITS}
\usepackage{unicode-math}
\setmathfont{Latin Modern Math}  
%or: \setmathfont{XITS Math}

\begin{document}
\Huge
$\imath$, $ı$, 
$\boldsymbol{\imath}$, $\boldsymbol{ı}$, 
$\symbfup{\imath}$, $\symbfup{ı}$. 
\textbf{\i} \textbf{ı} % two forms of text-mode "dotless i"
\end{document}

If you load the unicode-math package with the options math-style=upright and bold-style=upright, you'll get the following results instead:

The characters are now upright (unsurprisingly), but the math-mode characters still are not in bold.

\documentclass{article}
\usepackage{amsmath} % for "\boldsymbol" macro
\usepackage{fontspec}
\setmainfont{Latin Modern Roman} 
%or: \setmainfont{XITS}
\usepackage[math-style=upright,bold-style=upright]{unicode-math}
\setmathfont{Latin Modern Math}  
%or: \setmathfont{XITS Math}

\begin{document}
\Huge
$\imath$, $ı$, 
$\boldsymbol{\imath}$, $\boldsymbol{ı}$, 
$\symbfup{\imath}$, $\symbfup{ı}$. 
\textbf{\i} \textbf{ı} % two forms of text-mode "dotless i"
\end{document}