We consider possible non-signaling composites of probabilistic models based on euclidean Jordan algebras (EJAs), satisfying some reasonable additional constraints motivated by the desire to construct dagger-compact categories of such models. We show that no such composite exists having the exceptional Jordan algebra as a direct summand, nor does any such composite exist if either factor is exceptional. Moreover, we show that any composite of simple, non-exceptional EJAs is a direct summand of their universal tensor product, sharply limiting the possibilities. These results warrant our focusing on concrete Jordan algebras of hermitian matrices, euclidean Jordan algebras with a preferred embedding in a complex matrix algebra. We show that these can be organized in a natural way as a symmetric monoidal category, albeit one that is not compact closed. We then construct a related category, InvQM, of embedded euclidean Jordan algebras, having fewer objects but more morphisms, that is not only compact closed but dagger-compact. This category unifies finite-dimensional real, complex and quaternionic mixed-state quantum mechanics, except that the composite of two complex quantum systems comes with an extra classical bit. Our notion of composite requires neither tomographic locality, nor preservation of purity under tensor product. The categories we construct include examples in which both of these conditions fail. In such cases, the information capacity (the maximum number of mutually distinguishable states) of a composite is greater than the product of the capacities of its constituents.