I ran into a problem where I needed to capture Page Up, Page Down, Home and End (to use for quick keys for navigation); however, the standard events were not capturing them. Not sure if this helps you in your situation; but, maybe worth a look into.
Protected Overrides Function ProcessCmdKey(ByRef msg As System.Windows.Forms.Message, ByVal keyData As System.Windows.Forms.Keys) As Boolean
Select Case keyData
Case Keys.PageDown, Keys.PageUp, Keys.End, Keys.Home