Typing Pinyin with tone marks doesn't work I have a Macbook Air.  Running El Capitan with British keyboard layout.  I have enabled Chines Simplified Pinyin input.  I am trying to type the tone marks.  For example, pressing opt+a followed by u is supposed to produce ū.  This doesn't work however.  Any advice?

I have seen mentions of US Extended Keyboard or ABC extended keyboard layout as being the culprit.  While this makes 0 sense to me, I have replaced the British layout with this ABC Extended one.  While now I can type the accented characters in it, they still don't work in Pinyin.  This is extremely annoying.
If your purpose is to type Latin script pinyin, then ABC Extended is the right keyboard.  Chinese Pinyin input is only for Chinese script and does not use tone marks.