Inside 'Keyboard -> Application Shortcuts'
and 'Window Manager -> Keyboard'

I am unable to enter key combinations including Shift, and Ctrl or Alt, and a letter character, the shift character is ignored.  It shows the shift character while I'm entering the sequence then once I press a letter and the sequence enters Shift magically disappears.  In XFCE 4.8 (In Xubuntu 12.04 now I'm using Xubuntu 12.10) I was able to enter these key combinations including Shift.  I had it set up to switch between workspaces with Ctrl-Shift-h and Ctrl-Shift-l.

Here are some sequences (hold everything until sequence complete) of what is pressed and what XFCE records the shortcut as:

Pressed -> Result
Ctrl-Shift-k or Shift-Ctrl-k  -> <Primary>k  (The shift key was ignored) 
Alt-Shift-l or Shift-Alt-l -> <Alt>l 

Oddly this key combination works:
Ctrl-Shift-Enter -> <Primary><Shift>Enter  

I've tried on a USB keyboard and PS-2.  I'm using a newer system since I switched to Xubuntu 12.10 but I know that Ctrl-Shift-letter combination is possible on my hardware because I use Ctrl-Shift-j and Ctrl-Shift-k as shortcuts to switch between tabs in xfce4-terminal.

Thanks.