Menu title in Keyboard Shortcuts?
Mac Mail is highly customisable to individual needs.

I like to keep it organized by using Mail Rules.

I created folders in Mail (on my Mac) named Bank, Utility, Phone, and many others.

Then in Mail > Preferences > Rules I set up so that if a mail arrives from one of those, it will be moved to the appropriate folder, and I will not miss it. (It shows in particular folder as unread as long I did not read it.

I also have rules set up to Delete some emails from specific sources. The combinations are almost endless what you can do to keep your Mail organized. 

Mail Rules is the way to go, no need to create new keyboard shortcuts.

Example..for Sprint Phone emails..



You do not have to type they email address, just select it in Mail before creating the rule and it will show up.

One more trick. For some of us we want the mail to remain as Unread  till we say so (and do not want the automated mail feature marking them as read as soon we touch it).

To do so just drag the mail "Preview window" down till it disperses and mails will remain Unread till we tell it otherwise.