How to focus on MacVim in terminal using keyboard shortcut?
See this question for different ways to assign shortcuts to opening applications.

When I tried using Alfred to assign a keyboard shortcut for MacVim, pressing the shortcut did not always open a new window. You could try using a script like this though:

tell application "MacVim"
    reopen -- open a new default window if there are no open windows
    activate -- make frontmost
end tell


Or try just using activate app "MacVim" or adding different arguments to open -a MacVim.