Hi mb, thanks for the post. I'd like to help you to resolve the issues, but I might need a bit of help from you in some cases.
First, I have checked the Alt+F issue and you are right, if there is a floating selection, the shortcut does not work as it should. It will be fixed in next version. Right now, please press Enter to unfloat the selection and press Alt+F after that. (Or use Ctrl+S directly if what you wanted was to save the document.)
Second, if you want more shortcuts, it may be possible to add them to the current version by just reconfiguring it. The configuration is a bit messy, because it is possible to configure virtually everything, but it is also hard to find the one item to change. Please let me know which shortcuts would you like to have and I can prepare an updated configuration for you and other people with similar interests.
The ESC key is indeed not working in the open dialog (but works in the save dialog), because of the unconventional nature of the open process (Alt+F4 closes the whole window). I will consider making the ESC key close windows without an open document in the next version.
I am somewhat puzzled by the last two suggestions, because they should already work (they work on my computer, but that is of no use to you ;-)). Maybe associating .ico files again from the Tools menu fixes the problem of not opening the .ico file double-clicked in Explorer. As for not adding saved icon to the recently used files list, I have no idea what could have gone wrong. Is it happening in all situations?
Regards...