I'm bumping this thread because I'm running into the same issue: a combination doesn't work in LWJGL while it work on another game.
And the fact remains that I can use these same key combinations in various other programming languages just fine (Plain 'ol C with OpenGL, for example), not to mention countless games and applications which use it just fine, so I refuse to believe that this is an unsolvable problem.
It may be because the polling is done in a different way, so it SEEMS to be unresponsive. Instead of checking for events you could check whether or not the keys are down directly. A custom JInput-based class could solve those problems. Maybe the LWJGL polling is based on the Java KeyListener.
Checking for events may be different than checking directly if a key is pressed: if you did a complex combination while pressing/releasing a key, the "up" events for that key could not get called. Resulting in a key considered pressed while it's not.
I'm not sure if that's make sense

Also that's not the only issue I'm having with the Keyboard class: for some reason, on my netbook, the polling lack reactivity and isn't polling "fast enough". Display.update() is called at a decent rate. Yet, Keyboard.isKeyDown(...) doesn't yield the accurate result on time. I'm not sure about the delay but it's about 0.5 seconds. Enough to make the game almost unplayable.
Does anyone have any idea ?