BeforeShapeEdit and BeforeShapeDelete events are not broadcasted
Some more investigation and debugging I noticed the cursor mode needs to be changed (to cmEditShape).
This can be done by clicking the
Then the DELETE-key is working and the events are triggered.
Arguably the events should also be triggered when a shape was selected first (cursor mode is cmSelection) and then deleted (as long as the shapefile is in edit-mode). I'm not sure how many changes in the code this requires.