i do believe there is a "state" key, however, unlike the N52 where each state has its own color coded glow, the color glow of the G13 is independent of the state you're in.
now, if you just make one of the buttons "Shift" and another button "Alt".
I can totally see myself using the G20 key as ALT, the G21 key as SHIFT and the G22 key as CTRL. Also the G15 key will be designated as TAB to switch targets.
G9 to G13 will be my 1-5, and G2 to G6 will be my 6-0. then i have 8 other keys to play with.
there are two thumb buttons so you have the option of using them for anythign. i'd jump with one at least. many people use the controller to control their slaves. i would check to see if i can use it to control my main, while ALT+controller to move my slaves.

anyway, if you look closely, right between the keys and the screen, you can see four buttons labeled M1, M2, M3 and MR. i believe those to be state keys, 3 states, 1 to save the state. correct me if im wrong.