@Douglas AFAIK, there is no such message. I use "context menus on menu" in my application, and I was unable to handle Shift+F10 or the context menu key. There is no such message and no documented way to intercept keystrokes and handle it.
Raymond, could you tell us why there is no keyboard interface?
[Because the keystrokes which call up a context menu also dismiss it! Maybe that's why nobody uses this feature. -Raymond]