Still trying to have different blackboard symbols than those default with "modern", but also to learn more about fonts, I've found these two examples that I've been trying to adapt to math (
http://tex.stackexchange.com/questions/124824/context-unicode-fallback-font), one involving \definefontfallback, the other one using \setmainfontfallback with some "range".
It is very interesting because in both cases I completely fail to obtain the result I want.
In the first case I do have the symbols from termes, but only some "N" instead of \char0x2115.
In the second case (simplefonts), all symbols follow the required fallback, but the math characters.
\definefontfallback
[termes_fallback]
[termes] [0x0000-0xFFFF] %%[force=no]
\Umathquad\displaystyle=1em
\Umathaxis\textstyle=.8ex
\starttypescript [myModern]
\definetypeface [myModern] [rm] [serif] [modern] [default]
\definetypeface [myModern] [ss] [sans] [modern] [default] [rscale=0.887]
\definetypeface [myModern] [tt] [mono] [modern] [default] [rscale=1.163]
\definetypeface [myModern] [mm] [math] [termes_fallback] [default] [rscale=1.050]
\stoptypescript
\usetypescript[myModern]
\setupbodyfont[myModern,12pt]
\starttext
The default one doesn't even seem to have $ℕ \char"2115 \Umathchar "0
"0 "2115\alpha$\char"2115, α (alpha).
\usemodule[simplefonts]
\setmainfontfallback[termes][range={0x0000-0xFFFF}, force=yes,
rscale=auto]
The default one doesn't even seem to have
$\Umathchar"0"0"2115\utfchar{"2115}$ (white circle) or α (alpha).
\stoptext
Some help with those examples would be very helpful.