The Weyl denominator function on $T$, the maximal torus of a compact connected Lie group $G$ is given by (for $H \in \mathrm{Lie}(T)$) $$\delta(\exp(H)) = \sum_{w \in W} \det(w) e^{\rho(w(H))}$$ where $W = N(T)/T$ is the Weyl group $\rho = \frac{1}{2} \sum_{\alpha > 0} \alpha$ is half the sum of positive roots (with respect to some chosen Weyl chamber).
I tried computing this for $G = U(n)$ and I found the following. We take $T$ to be the diagonal matrices in $U(n)$ and $W$ simply becomes the group of permutations on the $n$ eigenvalues. Then for $\exp(H) = \mathrm{diag}(e^{i\theta_1}, \dots , e^{i\theta_n} )$ I find that $$\delta(\exp(H)) = \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma) e^{i \sum_{k=0}^{n-1} \left( k - \frac{n-1}{2}\right) \theta_{k+1}}$$ For this function to be well defined on $T$ it needs to be unchanged when replacing $\theta_k \to \theta_k + 2\pi$. However it changes by a factor of $e^{- i(n-1) \pi}$. This is equal to $1$ if $n$ is odd but $-1$ if $n$ is even. Thus for $n$ even $\delta$ does not seem to be globally well defined on $T$. This is confusing me. It would be much appreciated if someone could clear up my misunderstanding.
UPDATE: In this paper by Peter Frenkel he says that the antisymmetric characters (of which the Weyl denominator is just one) are defined on the preimage of $T$ under the universal covering map $\tilde{G} \to G$. However I have not been able to find a textbook that discusses this and I would be grateful if anyone could suggest one.