Hi David,
thanks for the reply. Yes, I am sure I was typing in the correct field and I found other people in the forum who had the same problem. But there was a solution proposed, which actually helped and I was able to sort this thing out. You might want to check out this thread: https://forum.keyboardmaestro.com/t/cant-select-hot-key-trigger/13887/3
There seems to be a problem with Mojave and Catalina, but the solution is pretty easy but not very intuitive. But once you know what to do, everything works fine.
Best,
Rainer