That's odd. Can you change any shortcuts using the Menu Keys preference pane? It would help us if you sent in a feedback report using the menu Help > Send Feedback after a failed attempt to change your style shortcuts.
Ok, the ground tilted. I went back to try out your suggestions. Found that I _could_ add shortcuts to the style sheets -- just not the shortcut I planned on. I wanted to adopt a pattern for these shortcuts -- ctrl-option-digit. the app will allow ctrl-opt-cmd-digit. Can't get rid of the cmd.
Is there something about the cosmos that declares that cmd has to be in there?