To whomever down-voted me: will that not work? I know on my system at least I can tell it to prompt me when a new USB device is inserted to mount it to the VM directly. In which case key presses would go to the VM. So as long as it doesn't issue a key sequence to escape keyboard capture all key presses should go to the VM... or am I missing something?
If you plug a keyboard in your system the system doesn't take key presses from it until you've confirmed what to do with it? That's at least an unusual configuration. Otherwise it could run the malicious sequence before you had time to switch the connection to the VM.