Using Configure Toolbars and hitting default to reset the toolbars also gets rid of custom shortcuts. I usually set up 'F' to fullscreen the preview window. Resetting the toolbars to their defaults should not remove custom shortcuts, really anything I change in one Settings -> Configure dialog should not affect the others.
Please try with the actual Kdenlive version 18.08.2
Yes, bug still in 18.08.2
Although this is low hanging I will also add it to the refactoring list as well. https://phabricator.kde.org/T9866
Reopening as Phabricator will be shutdown soon