I want to use a different math font in figures (namely tikzpictures). I already asked a question about this topic where I tried to mix mathspec and unicode-math. Now after some reseach I realized that mathspec does not allow to switch the font at all and I should use only unicode-math.

But there I also get build errors in my MWE (or should I say MnWE, because it does not work):

% !TEX TS-program = xelatex
\documentclass{article}

\usepackage{etoolbox}
\usepackage{tikz}
\usepackage{unicode-math}
\setmainfont{TeX Gyre Pagella}
\newcommand{\rmmath}{\setmathfont{TeX Gyre Pagella Math}}
\rmmath
\setsansfont[Scale=MatchUppercase]{Candara}

\newcommand{\sfmath}{ %
    \setmathfont{TeX Gyre Pagella Math} %
    \setmathfont[range=\mathup, Numbers=Lining, Scale=MatchUppercase]{Candara} %
    \setmathfont[range=\mathit, Scale=MatchUppercase]{Candara Italic} %
    \setmathfont[range=\mathbf, Scale=MatchUppercase]{Candara Bold} %
}

\BeforeBeginEnvironment{tikzpicture}{\sfmath}
\AfterEndEnvironment{tikzpicture}{\rmmath}

\begin{document}
% This would work, but I actually do not need sans math in running text
%   \sfmath $I$
%   \rmmath $I$
%   \sfmath $I$
%   \rmmath $I$
%   \sfmath $I$
%   \rmmath $I$
%   \sfmath $I$
%   \rmmath $I$

    Text $I$
    \begin{figure}
    \begin{tikzpicture}
        \node {Node: $I$};
    \end{tikzpicture}
    \caption{Caption text with math $I$}
    \end{figure}
    Text
% If you remove the following lines it will compile
    \begin{figure}
    \begin{tikzpicture}
        \node {Node: $I$};
    \end{tikzpicture}
    \caption{with math $I$}
    \end{figure}
\end{document}

Some interesting notes: if I remove the figure environment, i.e. only use tikzpicture it will build. If I use center instead of figure it also does not work. Funnily enough, if I have only one figure it will build.

The first error I get:

.................................................
. fontspec info: "defining-font"
. 
. Font family 'Candara(1)' created for font 'Candara' with options
. [BoldItalicFont={},ItalicFont={},Script=Math,SizeFeatures={{Size=10-},{Size=7
.40005-10,Font=Candara,Style=MathScript},{Size=-7.40005,Font=Candara,Style=Math
ScriptScript}},Numbers={Lining},Scale={MatchUppercase}].
. 
. This font family consists of the following shapes:
.................................................

! LaTeX Error: Symbol font `um_fam1' not defined.

See the LaTeX manual or LaTeX Companion for explanation.
Type  H <return>  for immediate help.
 ...                                              
                                                  
l.43 ^^I\begin{tikzpicture}
                           
Your command was ignored.