It can't work, because never both keys are pressed exactly in the same second.
You're right that your code doesn't work, but your reason is wrong. The problem is that the Tab key has a special meaning - it causes the focus to change. Your event handler is not called.
If you use a different key instead of Tab, then your code will work fine.
If you really want to change the behaviour of Shift + Tab for one specific control, it can be done by overriding ProcessCmdKey
but remember that many users use the Tab key to navigate around the form and changing the behaviour of this key may annoy those users.
protected override bool ProcessCmdKey(ref Message msg, Keys keyData)
{
if (DateTimePicker_BirthDate.Focused && keyData == (Keys.Tab | Keys.Shift))
{
MessageBox.Show("shift + tab pressed");
return true;
}
else
{
return base.ProcessCmdKey(ref msg, keyData);
}
}