Some combinations are not intercepted by keypress.
Some are intercepted only by the form's keypress (like the ALT+letter) but not by the object's keypress.
Also the menu's shortcuts can be ignored (like CTRL+A).
I wrote a little more about keypress here:
In this case, CTRL+SHIFT+ENTER is used to run an executable as administrator.
Maybe this is the reason for not being intercepted by neither the form's, nor the object's keypress()
To intercept it, the wm_keyup message must be bind to the form's hwnd, and then the GetKeyState() function must be called.
If the highest bit of the returned value of GetKeyState() is equal to 1, then the key passed as parameter was pressed (CTRL or Shift)
I wrote a little more about binding wm_keyup message, here
Here is the solution for intercepting CTRL+SHIFT+Enter.
DECLARE integer GetKeyState IN User32 integer
#define VK_RETURN 0x0d && Enter
#define VK_SHIFT 0x10 && Shift
#define VK_CONTROL 0x11 && Control
#define VK_LSHIFT 0xa0 && Left Shift
#define VK_RSHIFT 0xa1 && Right Shift
#define VK_LCONTROL 0xa2 && Left CTRL
#define VK_RCONTROL 0xa3 && Right CTRL
ofrm = CREATEOBJECT("MyForm")
DEFINE CLASS MyForm as Form
ADD OBJECT txt as textbox && the desired object
ADD OBJECT cmd as commandbutton WITH top = 50
BINDEVENT(This.HWnd,0x0101,This,"detectkeyup") && intercept keyup
IF TYPE("This.ActiveControl") <> "U"
IF This.ActiveControl = ThisForm.txt AND p3 = VK_RETURN AND BITTEST(GetKeyState(VK_SHIFT),7) AND BITTEST(GetKeyState(VK_CONTROL),7)
* p3 = VK_RETURN && 13 enter
* place here the desired code
* in this sample just type to the screen which shift and control (left or right) was pressed