It appears that this program should be able to do what you need for other WIN key combinations since WIN-L and WIN-U seem to be hard-coded into the OS (your questions serves as a perfect example of why hard-coding stuff like this is generally frowned upon in many software development communities):
Auto Hotkey (free and open source)
http://www.autohotkey.com/
This web page specifically mentions the WIN-L and WIN-R hotkey combinations:
Overriding or Disabling Hotkeys
http://www.autohotkey.com/docs/misc/Override.htm
- "You can disable all built-in Windows hotkeys except WIN+L and WIN+U by making the following change to the registry ..."
It's too bad that this can't be the exact solution you're after, but perhaps it will at least be somewhat helpful. If you don't mind using a different WIN hotkey combination to logout, then hopefully this solution will be what you need.