I wondered if that had changed. That gimmicky triggering method did use to be the only way (and that‘s what put me right off KeyCue) but a quick look at the KeyCue Web site gave me the impression that things might have been made more flexible... Also I didn‘t want to take it for granted that OP wasn‘t using a non-hotkey method for activating KeyCue. Perhaps Applescript or Shortcuts.app are possibilities?
-- OT section --
That‘s because Apple’s keyboards are brainless (or perhaps it might be fairer to say that they can‘t change their mind or broaden their horizons 
). The first thing to understand about QMK, and other methods for programming keyboards, is that the keyboard must actually be programmable. It must have a processor that is accessible to, and compatible with (e.g.) QMK. The ingenious, but comparatively limited, application Karabiner runs on the Mac. With QMK, you are configuring settings that must be flashed to the keyboard’s own ROM. The keyboard then sends the keycodes to the Mac as you type, like any other keyboard, and the Mac responds, as usual, to the input it is given.
If you want to look into this further this then out of my replies that touch on the subject of programmable keyboards, this might be the least off-putting. 
Is it possible to create a Keyboard Shortcut combination using F keys instead of a modifier key, for example F16 D? - #12 by kevinb
(I wonder how @ronald got on!).