Hi,
have you experienced crashes while turning off Cubase by any chance?
I assume you are saving your key commands via the dialog in the key command window, right? I have never used that option because I prefer to save my key commands along with many other settings in a profile. That never failed me so you might consider trying this option for the time being.
Maybe someone else experienced the same behaviour with regard to key command presets and chimes in if you need to save your key commands as dedicated presets.
Here’s a tutorial how to save profiles if you want to give it a try for the time being.
Good luck!
EDIT: I have just realised that we might be talking about two different things. Are you referring to key commands in Cubase (Edit/Key Commands) or are you referring to key commands related to your MIDI controller when you talk about “Keyboard Shortcuts”?