If you want Segoe UI specifically, you can select all the symbols it contains with the range= option of \setmathfont, with another font such as Fira Math as your fallback for the rest.
\documentclass{article}
\usepackage{unicode-math}
\defaultfontfeatures{Scale = MatchLowercase}
\setmainfont{Segoe UI}[
Scale = 1.0,
BoldFont = Segoe UI Semibold ,
BoldItalicFont = Segoe UI Semibold Italic ]
\setmathfont{Fira Math}
\setmathfont{Segoe UI}[
range= { up/{Latin,latin,Greek,greek,Digits},
"2B-"2F,"3A-"3E,`¬,`·,`°,`±,`×,`÷,
`←,`↑,`→,`↓,`↔,`↗,`↙,
`Ω,`∂,`∆,`∏,`∑,`−,`∕,`∙,`∞,`∟,`∩,`∴,
`∶,`≈,`≠,`≡,`≤,`≥,`⋲,
`■,`□,`▪,`▫,`◊,`○,
"02B0-"036F
}]
\setmathfont{Segoe UI Semibold}[range=bfup/{Latin,latin,Greek,greek,Digits}]
\setmathfont{Segoe UI Italic}[range=it/{Latin,latin,Greek,greek}]
\setmathfont{Segoe UI Semibold Italic}[range=bfit/{Latin,latin,Greek,greek}]
\begin{document}
Segoe UI \textit{italic} \textbf{bold \textit{italic}} 0
\( \lim_{n \to 0} \frac{\partial}{\partial t}
\int_n^\infty \pm \symup{i} \sqrt{\symup{\pi} t} \symbfit{b} \times
\symbfup{j} \,\mathup{d}t
\approx \increment \symbfit{B} \)
\end{document}

You can tweak this further if you like. For example, you’d want to add "02B0-"036F, or at least \hat, to the range of all the math alphabets if you wanted to use the combining accent.
\usepackage{firamath-otf}– user187802 Aug 31 '19 at 19:40unicode-mathandfontspecandlatex3– user187802 Sep 01 '19 at 07:48