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For shutting off the display (locking) I use Shift+Ctrl+Power (not Fn). Or are the two somehow different?

Ctrl+Cmd+Q = locks the screen, Cmd+Alt+Power = locks and sleep. It seems there are a lot of variations with slight details.

This right here is what I've been waiting for all these years...

I believe you are right. Shift+Ctrl+Power shuts off the display and it does so more reliably than Shift+Fn+Ctrl+Power. I guess I memorized it wrong.