Hi all, I noticed that under Heidisql version 11.x, assigning CTRL+ENTER as a shortcut is not possible. Simple solution is to download and use version 10.x, assign the CTRL+ENTER as needed, apply it, then do an EXPORT SETTINGS.
Then go back to version 11.x and do an IMPORT SETTINGS of the saved exported setting. You now have the CTRL+ENTER as set in the 10.x. To avoid multiple installation, better use the v10.x portable version.
Do note that there might be settings from v10 that may not be compatible with v11, however my concern was only on the assignment of CTRL+ENTER into a shortcut. So this is a just quick solution.