I can confirm that the "older" versions of Gosu have this problem, but the newer SDL2 builds do not.
This is one of the reasons I am most grateful for the 8.0 pre release :D
In case MJoergen (or anyone else) is curious as to why this effects only linux: this has something to do with how shift+letter used to be handled on linux. IIRC, It was basically just "take the lower case letter and make it a capital" which made generation of special characters impossible. # is not actually "capital 3" in any sense, although it is shift+3 on a QWERTY layout.
If you want to follow the discussion that was had about this, start by following this link:
https://github.com/jlnr/gosu/issues/61(links to issue 55 where the real meat of the problem is)