advanced altered chords

Unfortunately, the chord symbol parsing system isn't designed to understand roman numerals, so the magic that converts "b" into a flat sign or # into a sharp sign when appropriate doesn't work. However, I can think of one possible workaround. Go to some other text element, edit it, press F2 to display the Special Characters palette, double click the first flat and sharp sign at top left to insert them, then copy and paste from here to your chord symbol. Note that other variations on this (like trying to use F2 directly in the chord symbol, or pasting in the other flat and sharp sign, or using the keyboard short Ctrl+Shift+b/#), won't work - I tried them :-).

Most likely it would also be possible to define a special version of the chord description file (see Style / General / Chord Symbols) that was optimized for this type of usage.

Meanwhile, though, it seems maybe you're better off not using the chord symbol facility at all, but adding these as staff text or lyrics. Then you could use the keyboard shortcuts for flat and sharp. That's actually what I generally do when creating Roman numeral analysis. It's not ideal either, but I've found it useful.