There is some kind of clash between mathtools, unicode-math, \setmathfont[range=...], and \DeclareMathAlphabet that leads to incorrect font-switching. I have attached a test case.
The problem disappears if I remove any one of the four ingredients mentioned above, and also when I use lualatex instead of xelatex. The bug is present in TeX Live 2011, 2012, 2013, and 2014.
Anonymous
(I forgot to mention that the intervening
\footnoteis also essential, but its content can be anything.)