[Can't get games working with custom keys]

This problem caused by bad KeyPress simulation implementation, so it works only with controls (such as Edit and Memo controls, i.e. known as textfields). Unless there will be a new version with re-implementation of keypress simulation, there is nothing we can do.

[Win2DS and DS2Win 0.82 Source]

There is so bad virtual keyboard feature. Maybe someone can rewrite it?