I’m actually kind of touchy on this subject I have tendonitis in my hands, so I use the keyboard over the mouse whenever possible. Having the windowing/focus all jacked up has caused me no ends of trouble. To this day I still have trouble making sure I have the focus on the correct window. It is not consistent for when focus is required. On top of the focus issues, the addition of the OSX oriented “application bar” has added unnecessary complexity to the tabbing process on Windows. Although still stupidly cumbersome on Windows, the tabbing consistency has improved considerably in C9 and 9.5.
So, in general you need to make sure that the thing you are trying to do is in focus prior to hitting the keycommand. It’s not always easy, especially if you are on a roll. Maybe C10 will see efforts to fix keycommand targeting. But, I wouldn’t hold my breath.