In the original implementation of this layout (also known as Rulemak) for PKL it's author made it so when a shortcut like Ctrl+<Key> is pressed the result is the same as if a corresponding key on the original Latin Colemak was pressed. I believe it's the correct implementation — I have never encountered a piece of software that would use shortcuts with Cyrillic letters (like Ctrl+Щ). It is also a standard behavior for all usual QWERTY implementations. Shortcuts should reflect Latin letters wherever they are placed on the original Colemak.
In the original implementation of this layout (also known as Rulemak) for PKL it's author made it so when a shortcut like Ctrl+<Key> is pressed the result is the same as if a corresponding key on the original Latin Colemak was pressed. I believe it's the correct implementation — I have never encountered a piece of software that would use shortcuts with Cyrillic letters (like Ctrl+Щ). It is also a standard behavior for all usual QWERTY implementations. Shortcuts should reflect Latin letters wherever they are placed on the original Colemak.