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How can I intercept all key events, including ctrl+alt+del and ctrl+tab?
You CAN'T. It is designed to prevent you doing that. No windows function supports CAD. It's about preventing password capturing.
And the reason we press those keys is that the IBM keyboard designer refused MS request for a special purpose key for logon.
From WSDK Initializing Winlogon When Winlogon initializes, it registers the CTRL+ALT+DEL secure attention sequence (SAS) with the system, and then creates three desktops within the WinSta0 window station.
Registering CTRL+ALT+DEL makes this initialization the first process, thus ensuring that no other application has hooked that key sequence.