Unless you have a large variety of fonts (see ransom note syndrome), once you have established that the fonts work in a real device you can just continue working with the document. It is not consequential whether or not they show in Sigil, though it sure was nice that they did for a while.
While it is fun to play typographer, the more complex you get, the more likely the document will fail in a different device or when a ereader manufacturer makes a change in hardware or a publisher like Apple or Nook makes a change in what they will accept.
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