Create a Glyph using multiple objects as one

I am attempting to create a Glyph that is made up of various shades of black within Adobe Illustrator. I am unable to compound the objects due to the variation in tints in it. But when I drag it into Fontself it splits the 4 objects into 4 glyphs, where I require it as one.

I’m pretty new to this but have logged many hours in the first 2 weeks of using the software. I find that items I cannot compound, if I import them to Fonstself at the same time with at least one more compounded object, Fontself then does not split the intended object into various pieces.

Make sure you group them first.