Whitelisting characters that could appear in a person's name is the wrong way to go, if you ask me. Sure, [A-Za-z] is a fair starting point, but, as you said, you get problems with "European" names. So you map all the umlauts, circumflexes and those. What about Chinese names? Japanese? Indian? Hebrew? You're entering a battle against wind turbines.
If you absolutely must check the validity of someone's name, I'd suggest doing a modest blacklist of certain characters. Braces, mathematical characters, some punctuation and such might be safe to ignore. But I'd be cautious, if I were you.
It might be best to just accept whatever comes in. UTF-16 should be today's overkill character set, that should be adequate for some years to come.
Edit: As for your question about name length and amount of names. If you really want people to write their real and complete names, I guess the only foolproof answer to both of those questions would be "infinite". Not being able to whip out any real examples for human beings, but surely there are analogous examples for humans as the native name for the city of Bangkok.