You should not group two unrelated topics in the same post.
Shortcuts: Which desktop/application are you talking about?
Conky: Under KDE I use these options in ~/.conkyrc which you can test.
# Create own window instead of using desktop (required in nautilus)
# If own_window is yes, you may use type normal, desktop or override
# Use pseudo transparency with own_window?
# If own_window is yes, these window manager hints may be used