Is it possible to change the default shortcut keys?
Yes, of course… Keyboard shortcuts are defined on two locations. The shortcuts to handle the window manager are defined in the Settings Manager > Window Manager Settings > Keyboard. The Default theme can not be changed, but when you add a theme you can change that one. More global keyboard shortcuts, like volume adjustements, can be found in Settings Manager > Keyboard Preferences > Shortcuts. Again you need to add a new theme before you can start customizing it.
The quote above is from the xfce faqs. I am trying to add "ctrl alt esc" (xkill) change "ctrl alt del" from lock screen to logout dialog and add "ctrl alt backspace" re-start X.
From the above quote I see that you have to add a new theme and modify that, however I cannot find where to add a new theme.