Thank you Tom, your last post and first suggested link resumes what I was looking for, in particular the first comment
https://apple.stackexchange.com/questions/20505/how-to-add-characters-to-the-press-and-hold-character-picker-in-os-x-lion?noredirect=1&lq=1
I've read then tried different methods described above and the one which seems to work more or less is shown in this post
https://apple.stackexchange.com/a/301869
To keep a record of what I've just done on my iMac and my MacBook Air (both running with Mojave 10.14.6), here are the different steps I've followed:
Go to: /System/Library/Input Methods/PressAndHold.app
—> Right Click + Show Package Contents
/Contents/PlugIns/PAH_Extension.appex
—> Right Click + Show Package Contents
/Contents/Resources/Keyboard-en.plist then /Contents/Resources/Keyboard-fr.plist
I've made a copy of both the english one and the french one then launched Xcode to check their content. Now the bad news or confirmation that Apple has never incorporaed neither in English or French keyboard the complete turkish alphabet (the G and C are missing, the I and S are partial, only the U and the O are found). I do speak spanish, portuguese, french, english and some turkish so it seems Apple have incorporated alphabet from germany and other european language which do use say ü or ö which are found in german.

Now maybe there is a way to add in the Xcode view shown before the missing roman letters (G, C) and complete the missing information (I and S) to quickly access any turkish alphabet.
It is very strange Apple chose to ignore turkish because for example on my Samsung mobile phone, it is all there so I guess Apple would need to reconstruct many plist files since Mojave. I do not possess an iPhone so cannot check the the missing turkish letters is an issue as well.
Albert