I cannot find the way to remove the de-limiting characters.
The unicode char U+00A0 (non-breaking space) is directly available inside writer and acts exactly as described. It is not available from the menu in Calc in the same way, but it is available via Menu
:- Insert
Special Character...
.
I copied your 1st list into Calc & made sure that Natural Sort was working as expected (it was).
I copied the 3rd list into the next column in Calc & confirmed that Natural Sort was not working as expected (it was not).
Finally, I copied U+00A0 nbs into the clipboard & replaced all of the U+0020 spaces in Column B with U+00A0 spaces & tried again. It made no difference to the sort order.
From the above I conclude that Calc is inflexible to both Unicode special characters & character de-limiters.
As I understand it, Char will sort both within a cell & also a range of cells. In the former case it clearly needs a list of characters that can act as de-limiters in order to be able to split a string of characters into “words”. However, that should not apply when a natural sort is performed upon a cell range. But I suspect that it is. Anyway, whatever the reason, it is not performing as expected.
Bugs should go to Bugzilla, either directly or via the Bug Submission Assistant.