For some reason mathematica (11.0.1 Windows 10 64-bit) does no use greek letter font from the selected font by
FontFamily -> "AnyFont"
When I check the lambda character for any font with :
Take[$FontFamilies, All]; Style[\[Lambda], FontFamily -> #, 30] & /@ %
I get only 3 kinds of lambda. They does not seems to belong to special type of fonts (like "Serif", "Sans" etc.).
Where does this come from ?
(I check this : Wrong font selection for some characters in Mathematica 10 for Linux I suppress greek letter replacement but it does not change anything)
Thank you !
L = Rasterize[Style[\[Lambda], FontFamily -> #, 30]] & /@ $FontFamilies
givs this (just a part of the whole result) :
One can clearly see there is only 3 type of lambda (with variations with repect to the property of the font used I guess).