The problem is quite similar to the one described at https://bugzilla.xfce.org/show_bug.cgi?id=7032, except that the problem is not related with autologin :
if I set Alt+twosuperior for "navigate through same application windows" and Super+D for "show desktop", at first, it works.
then, If I logout and login, these two shortcuts don't work anymore. Everything acts as if the previous settings were taken in account for these two actions, since Ctrl+Alt+b (previous shortcut for "show desktop") works (though, in windows configuration dialog, "Super+D" is still the displayed shortcut for "show desktop").
Note that it happens only for these two shortcuts. Other shortcuts that I set, like maximize, move, and resize window, are properly taken in account.
This is on Debian Jessie with xfwm4-4.10.1-3 package.