Tiny detail: the multi-word font needs to be in quotes within the quotes. It seems redundant, but you still need them -- the double / outer quotes are for S2 syntax, the single/inner quotes would be printed on the page itself.

(It might be a bit clearer to imagine what happens with multiple fonts, such as this down below:

+set font_base = "'Lucida Grande', 'Lucida Sans Unicode', Helvetica";

if that makes sense!)