Is there such a thing as a percentage mark designed to match old style numerals?
Related: Fractions with oldstyle figures

Here is how I chose to handle the % sign in the two figure sets of Whitman. It may not be obvious, but the "8-height" of the OsF is smaller than that of LF (which is cap height). So, the two %s have slightly different heights as well as zero shapes.

I think a "small cap" % would only make sense in the context of small cap figures -- i.e., lining figures at SC height. In running text with U&lc and OsF, it is too small and distracting, as James noted.
Always space before percent-sign in Norwegian, Frode. I recommend thin space.
Entering the discussion late, and maybe off-topic. Sigh. The question is, are there any circumstances when you would not thin-space the percentage sign? If not, the extra space should be in the (left) sidebearing. Of course, that might screw up people who had learned to use always use a thinspace. Alternatively, you could have a kern -- a class kern -- which would properly space the percent sign when no space was used, but would not be applied when any sort of space intervened between [0-9] and percent.
I feel the same thinking applies to the hashmark (aka numbersign). There is often a fair bit of kerning/sidebearing adjustment needed with marks that appear with numbers. When those marks can also appear with letters, kerning is all you have. For the rest, why not adjust the sidebearing?
BTW, I usually make up an oldstyle hashmark. Typically, they are too broad, and sit too high. Sometimes they seem to be drawn too broad for even the lining figures.
> I’m not sure how well your approach work with the descending figures.
Think about this: The majority of lowercase letters occupy primarily the x-height region, but does that mean a question mark would work better at only x-height tall? Does the presence of descending, as well as ascending, letters mean that the question mark should descend if it's going to also reach to the ascender or cap height? How well does the question mark "work" with a word like gypsy?
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