Well I'm afraid I don't have multiple D3s to test with so I haven't really got the ability to test how things work with that game in particular. Offhand however, I'd try to limit the places where things can get glitchy. In this case, because we're talking about a sustained action, I would probably skip the whole keydown/keyup separation and modifier action and simplify the actions into a seperate toggled action. That is to say alter the entire key being sent on one key action rather than combined key actions.

Code:
<Hotkey ScrollLockOn CapsLockOn LButton>
     <SendLabel w1, w2>
          <Key Shift>
           <ClickMouse LButton>
This way you can use capslock as a sort of automatically held modifier. You might needto further refine it as you may actually need the keydown/up distinguished in the game but that should overcome the whole "this order only"issue you are having.