Control characters in Terminal and an international keyboard
There might be a more direct solution, but here's the one I found.

If you go to
Terminal → Preferences... → Profiles → the profile you're using → Keyboard
you'll get a list of mappings between function keys and special keystrokes.



We want to add the ^] to this list, so click on +, and choose the key, and optionally modifier, you would like use. (I went with ctrl+F12, and since F12 is also the key for volume up, what I actually need to press is fn+ctrl+F12.)

In the text field, we need to enter the correct control character, but the thing is, ctrl+⌥+9 is not recognized here either. The solution is to directly paste in the correct octal code, which happens to be \035 (you can copy&amp;paste it from here).



Now pressing fn+ctrl+F12 sends the proper ^] control character, and I can get back to the host's shell.