Thunar accepts my custom keyboard shortcuts (set via the standard GTK editable menu accelerator feature) and honors them for the current session, but loses them when I log out. The next time I log in, I find the default keyboard shortcuts have returned. This seems to be related to the way Thunar shuts down. If I kill the Thunar background process that Xfce creates at login time, then launch a new Thunar instance and customize my keyboard shortcuts, then close all Thunar windows before logging out, my shortcuts persist. I'm getting the impression that Thunar doesn't bother saving customized keyboard shortcuts when they're defined, intending to save them at exit time instead, but failing to do so when exiting due to the user logging out. I discovered the problem on Xubuntu 13.04 (Raring Ringtail).
Added saving on change, not at shutdown. Commit 821c9b4.