In Mojave, if you have (in the system or another application) a hot key that is not a modifier-letter combination (specifically that is modifier-arrow, or modifier-function key), and if you use the Type a Keystroke action to simulate that key, the key will not trigger the system/application function.
So since you changed from an arrow to F3, it still does not work.
Change the system hot key to ⌘⌥⇧⌃Q & W (or whatever letters you want).
Make a Keyboard Maestro macro for hot key ⌃⌥⇢ to type a keystroke ⌘⌥⇧⌃W, and use that same type a keystroke anywhere else if you want to change spaces from Keyboard Maestro.