involving the Return key in a System Preferences keyboard shortcut
Does anyone know a way to work around that?

Second place would be doing it using config files somewhere on the filesystem.


In macOS Catalina, it's the ~Library/Preferences/pbs.plist file that stores information about the services listed at: System Preferences &gt; Keyboard &gt; Shortcuts &gt; Services
This answer is mainly focused on applying the ⌘↩ (commandreturn) keyboard shortcut to a service listed at System Preferences &gt; Keyboard &gt; Shortcuts &gt; Services and without concern to the issues with creating an Automator Service/Quick Action and assigning it a global keyboard shortcut in reference to System Preferences &gt; Security &amp; Privacy &gt; Privacy.
Having created an Automator Service/Quick Action and assigned it a temporary global keyboard shortcut of ⌘] in System Preferences &gt; Keyboard &gt; Shortcuts &gt; Services, I then did the following to change it to: ⌘↩
Note: The name of the target Automator Service/Quick Action is: New Terminal Window
Closed: System Preferences
Opened: Terminal
% defaults read pbs | grep 'New Terminal Window'
        &quot;(null) - New Terminal Window - runWorkflowAsService&quot; =         {
%
% /usr/libexec/PlistBuddy -c &quot;set :NSServicesStatus:'(null) - New Terminal Window - runWorkflowAsService':key_equivalent @↩&quot; ~/Library/Preferences/pbs.plist
% 

Then went to System Preferences &gt; Keyboard &gt; Shortcuts &gt; Services and verified the target Automator Service/Quick Action had the ⌘↩ keyboard shortcut.
I then pressed the ⌘↩ keyboard shortcut, responded to the Security &amp; Privacy dialog box, and now have a new Terminal window.

Notes:
If after running the PlistBudy command and then checking System Preferences &gt; Keyboard &gt; Shortcuts &gt; Services to see that ⌘↩ was assigned to the target service's keyboard shortcut and testing... If the ⌘↩ keyboard shortcut doesn't work, try the following before rebooting:

Try the the service from the Services menu, then try agin with the ⌘↩ keyboard shortcut.
If that does't work, execute the PlistBudy command again while appending ; killall cfprefsd to the command. Then repeat the step above.
If nether of these steps work, execute the PlistBudy command again and immediately reboot.

This was done from an Admin account.
This was done under macOS Catalina with Language &amp; Region settings in System Preferences set to English (US) — Primary and worked for me without issue1.

1  Assumes necessary and appropriate setting in System Preferences &gt; Security &amp; Privacy &gt; Privacy have been set/addressed as needed.

The AppleScript code used in a Run AppleScript action of the Automator Service/Quick Action was coded to work whether or not Terminal was already running.