When you say “The plugins made with VSTGui do receive these keys even if “Send all keyboard input to plug-in” is not selected”, which plugins are you referring to?
I just took a quick look at the VSTGUI code and unless I missed something, it doesn’t seem to be doing anything special to receive keyboard input, at least nothing that JUCE isn’t already doing in Component::takeKeyboardFocus()
I’ve done a bit more digging on this, and it’s possible to receive “global” keyboard input by installing an “event tap” as shown here: http://osxbook.com/book/bonus/chapter2/alterkeys/ However this has the secondary problem that in order to work, the host elevated permissions to receive the events, e.g. to have been added to the “apps allowed to control the computer” Accessibility setting in OS X Preferences.