I use mostly custom shortcuts for xfwm4. Since upgrading to Xfce 4.6, xfwm4 doesn't properly save the "Ctrl-q" shortcut that I use for closing windows. I'm currently using xfwm4 version 4.6.1 (revision 29817), but I have noticed this since the RC days.
The shortcut "Ctrl-q" can be set in the "Keyboard" tab of the "Window Manager settings" dialog, but it is lost if xfwm4 is restarted. Although it shows up just fine in the "Keyboard" tab of the "Window Manager settings" dialog, it doesn't work. I have to manually set the Ctrl-q shortcut and then it works until the next start of xfwm4.
Obs. 1: In the RC days I had problems also when setting Ctrl-2 and Ctrl-3 as keyboard shorcuts (for moving to workspace 2 or 3). At some time this was no longer the case (around the time xfwm4 4.6.0 was releasead, I think).
Obs. 2: When restarting xfwm4 it throws the following error:
$ xfwm4 --replace
** (xfwm4:18381): WARNING **: Unhandled keyboard shortcut