Comment 5 for bug 1439804

Decision has been made to drop the internal Diodon hotkey feature and leave the responsibility of register a custom shortcut up to the desktop environment.

You can find more details here how you can do this:
https://esite.ch/2015/07/using-custom-shortcuts-of-de-as-diodon-hotkey/

I have tested this on GNOME and the shortcut works as expected.