I always find it weird that I can't set exposure compensation in M mode. I need to go to another mode eg Tv and then set the exposure compensation and then change back to M for the auto-ISO to work correctly. I use this when shooting karate gradings as the white uniforms throws off the metering somewhat.
I have to admit that it is not clear to me why in M mode you even need to do exposure compensation in a way that you go to do it in another mode of the camera, and then return to M mode after the correction - it is very inefficient, slow and unnecessary. If you are in M mode and you need a brighter image, lighten it either by opening the aperture, or by increasing the exposure time or increasing the ISO value, and if you need a darker image, you just need to do the opposite of the above. The only time I find it useful to do exposure compensation in M mode is when the ISO is set to Auto. But as soon as it is set like that the exposure compensation control is "open" even in M mode. Also, in all modes (Av, Tv, M, P) there is an option to simply press one button to lock the exposure to the value that suits you and for it to remain unchanged until you press that button again. The option is called
AE Lock (Hold). You search in the menu, assign a function to an unused button and you have a "manual" in all modes. I find this especially useful when shooting video when the light changes significantly in one video clip, and I want to keep the exposure the same throughout the video clip, without having to be in M mode at all.