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As of macOS 15 (I think?), that shortcut stopped working, it will just show the same unverified software warning.

Nope, they've been making it steadily more difficult with each release. The control open shortcut no longer works.

Nope, it has been removed. Also God help you if want to run something that needs system extensions..

You will need to boot to recovery mode, go through utility and enable it: https://support.apple.com/en-ca/guide/mac-help/mchl768f7291/...

Basically average users will never be able to pull this off.