Which version of Photoshop your using...I have tested creating shortcuts for Transfer and Shape Dynamic and it worked fine even if I restart photoshop. Tested in Photoshop CC 2018 ver 19.1.2. on Mac OS X 10.13.3
I'm on the latest version on PC. So in my experience it's the brush presets that cause the issue....if I start PS and just use the default round brush, everything is fine. The moment I switch to a custom brush preset, the hotkeys stop working. Then once I check an un-check the boxes (for transfer and shape dynamics), they seem to work again.
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You can try reseting preference of photoshop but remember you will have to customise the shortcuts again. Guide to reset Preferences - Preferences in Photoshop
If reset preference doesn't help.. may be its a bug in windows. You can report the bug @ Feature Request/Bug Report Form
I tried resetting prefs, but it didn't help. I'll try reporting it as a bug.