If the keys aren't responsive, there's something wrong. They should be.
Why? Dont you know that on some keybaords when you press too many keys together (even two), at least one of them wont respond?
As alluded to earlier, it is possible to avoid this entirely for the one-player game, and minimize it for two players, by properly selecting keys.
Generally, the keyboard has the capability of understanding multiple modifier keys simultaneously with letters (shift, control, etc), so those are good to use. if you're using wadkl or something like that, then you'll be likely to get in trouble in a way that wad (shift) (control) won't
Lacking a keyjamming utility in UQM, you'll just have to work it out. One player shouldn't take too long. Two would be extremely difficult without such a utility.