Not sure if it still remains an issue, although I remember frequent mentions under "Known Issues" during the development stages.
Doing a quick search of the Feedback Hub for "pinyin" reveals several posts which you might want to peruse.
Reading the most recent blog post on the latest Cumulative update
October 21, 2021—KB5006746 (OS Build 22000.282) Preview
I don't see any reference in Fixes and nothing in Known Issues.
support.microsoft.com
Earlier when it was still a release preview Insider Preview Build 22000.194
There was some mention of mitigating third party IMEs
AND another brief reference related to the Windows Sandbox environment
UPDATE 9/23: We are making Windows 11 Insider Preview Build 22000.194 available as an optional update for any Windows Insider on an eligible PC in the Release Preview Channel. We have also made the ISOs available for Build 22000.194
blogs.windows.com
IF I were you I'd probably use the Insider Hub and either upvote an existing thread or create your own, regarding your specific issues.
See if you might be able to attract some attention that way.
Not sure how many members we have with your particular keyboard configuration issues.