Is it possible that your Ctrl+Shift+M is being caught by another program?

I had this issue with a similar key sequence where an HP diagnostic (or update manager?) was catching them as a hot key - never made it down into the window that had actual focus.

I was able to override that sequence in the diagnostic S/W that was catching it.

Happened on a different machine than the one I'm typing into, so I don't have exact details.