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Key1 + Key2 means that the user press the Key1, then the Key2 without releasing the Key1.
Key1 then Key2 means that the user press the Key1, release it and then press the Key2. Key1 in this case is called a dead key.
Key1 + Key2 then Key3 means that the user press the Key1, then the Key2 without releasing the Key1. Then the user release the Key2 and the Key1. And the user press the Key3. Key1 + Key2 in this case is a combination leading to a dead key.
In fact, in order to add clarity and concision to the notation, we sometimes use a shortcut for letter that are accessed with the SHIFT modifier. Thus we prefer to note A instead of (SHIFT + KeyA) and a instead of KeyA.
For instance, CTRL + ~ then U (which generate a Ũ with the JLG Keyboard) is a shortcut for CTRL + SHIFT + ` then SHIFT + U