How do I do a diagonal-arrow keyboard shortcut?
I suggest you to open your keyboard visualizer (by clicking on the flag that is near the clock in the menu bar).

This will make appear a window with a keyboard representation.

If you press the fn key, you'll see that the ← will become a ↖︎ (Home key) in this window while → will become ↘︎ (End key).

That's it: just press the fn+← or fn+→ to obtain the diagonal-arrow.