It was actually neither ZSNES or my keyboard, but SNES9X :)
from:
https://github.com/snes9xgit/snes9x/blob/master/docs/changes...
0.72 released
...
- This time really fixed Allegro library keyboard handling (DOS port); it was missing key some presses/releases (was stopping Chrono Trigger Left + Right + A button combo from working).