PowerShell ISE don't support multi-sequence keyboard shortcuts like Ctrl+K,Ctrl+D by default. It need to create MultiKeyGesture class inherited from KeyGesture.

Add-ISEAddinWithMultiKeyShortcut

$ErrorActionPreference = "Stop"

function Main
{
    if ($Host.Name -ne "Windows PowerShell ISE Host"){
        return
    }

    $menus = $psISE.CurrentPowerShellTab.AddOnsMenu.Submenus
    
    #Note: Can't use "Ctrl+C" shortcut in key sequences. because it's used to cancel executing script, and can't override.
    $title = "Format Document"
    $gesture = New-Object MultiKeyGesture(@(
            New-Object Windows.Input.KeyGesture([Windows.Input.Key]::K, [Windows.Input.ModifierKeys]::Control)
            New-Object Windows.Input.KeyGesture([Windows.Input.Key]::D, [Windows.Input.ModifierKeys]::Control)
        ), "Ctrl+K, Ctrl+D")
    $sb = { Invoke-FormatDocument }

    $item = $menus | where DisplayName -eq $title
    if ($item -ne $null){
        $menus.Remove($item) > $null
    }
    $menus.Add($title, $sb, $gesture) > $null

}


function Invoke-FormatDocument
{
    Write-Host "Invoke-FormatDocument(Ctrl+K, Ctrl+D)"
}


Add-Type -ReferencedAssemblies @("WindowsBase", "PresentationCore") -TypeDefinition @'
using System;
using System.Linq;
using System.Windows.Input;
public class MultiKeyGesture : KeyGesture
{
    private readonly KeyGesture[] _gestures;
    private int _index;

    public MultiKeyGesture(KeyGesture[] gestures, string displayString)
        : base(gestures.First().Key, gestures.First().Modifiers, displayString)
    {
        this._gestures = gestures;
    }
    
    public override bool Matches(object targetElement, InputEventArgs inputEventArgs)
    {
        var args = inputEventArgs as KeyEventArgs;
        if (args == null)
        {
            return false;
        }
        
    
        //Test current gesuture
        if (!TestCurrentGesture(args))
        {
        
            //Reset status
            _index = 0;
            return false;
        }
    
        ++_index;
        System.Diagnostics.Debug.WriteLine(_index);
        if (_index < _gestures.Length)
        {
            return false; //wait next gesture
        }
    
        //Match all gesture sequence
        _index = 0;
        return true;
    }
    
    private bool TestCurrentGesture(KeyEventArgs args)
    {
        var currentGesture = _gestures[_index];
        if (currentGesture.Modifiers == args.KeyboardDevice.Modifiers && currentGesture.Key == args.Key)
        {
            args.Handled = true;
            return true;
        }
        return false;
    }
}
'@

. Main