@Dave tem a resposta certa aqui. O Windows nega explicitamente a capacidade de capturar ou simular essa combinação de chaves. Tudo o que o AutoHotkey pode fazer é contorná-lo. Aqui estão algumas referências dos arquivos de ajuda do AHK:
BlockInput
When BlockInput is in effect, user input is blocked but AutoHotkey can simulate keystrokes and mouse clicks. However, pressing Ctrl+Alt+Del will re-enable input due to a Windows API feature.
Enviar / SendRaw / SendInput / SendPlay / SendEvent (observações gerais)
Since the operating system does not allow simulation of the CTRL-ALT-DELETE combination, doing something like
Send ^!{Delete}
will have no effect.
SendPlay
Unlike SendInput and SendEvent, the user may interrupt a SendPlay by pressing Control-Alt-Del or Control-Escape. When this happens, the remaining keystrokes are not sent but the script continues executing as though the SendPlay had completed normally.