Thanks Chris, really, I have been struggling off and on with the inability to set shortcuts from preferences and services for months if not years. I always thought it was user error of some kind. Especially since it went on between systems.
This post edged me into the solution for a shortcut I had been sort of looking for for ages, fortunately the menu item was not confined to the contextual menu but on the 'services'. "Add to DEVONthink 3" in Finder since you ask! 
I’ve just run into a similar issue while trying to make Keyboard Maestro send selected Finder files to ImageOptim. It turns out the easy way is to add a keyboard shortcut to the service via the Keyboard Shortcut preferences window.
This would work for your use case scenario (complex Keyboard Maestro macro which requires a service). You’d just call the service via the custom keyboard shortcut which you set.
I’m putting this here to help other Keyboard Maestro users who want to bring a macOS service into their macros or hope to execute a service via Keyboard Maestro (impossible without adding a native keyboard shortcut).
