Are there any linux terminals which can handle all key combinations?

When you press a key or key combination in a terminal, it is transmitted to the application running in the terminal as a sequence of one or more characters. For example, when you press a, the application receives a. When you press Enter, the application receives the character CR (a.k.a. ^M (pronounced “control-emm”), a.k.a. character number 13, a.k.a. \r or \015). Key combinations involving Alt are typically transmitted as the character ESC (a.ka. ^[ a.k.a. \e or \033) followed by the sequence for the key or key combination without Alt. Function keys and other key combinations are transmitted as escape sequences beginning with \e[ or \eO.

The escapes sequences are not fully standardized, and terminals typically ignore certain attributes for certain keys. For example, Ctrl+Shift+letter is often transmitted exactly like Ctrl+letter by default.

You can see what your terminal sends for a key combination by pressing Ctrl+V followed by that key combination in a shell prompt, or C-q or C-h c followed by the key combination in Emacs.

With some terminal emulators, you can configure the escape sequences for each key. On Xterm, this is done through X resources. Most setups read resources from ~/.Xresources when X starts, and you can load the file manually with xrdb -merge ~/.Xresources.

Term.VT100.translations:       #override \n\
    Ctrl ~Shift ~Meta <key>Return: string("\033[73;5~") \n\
    Ctrl Shift ~Meta <key>percent: string("\033[37;6~")

A common convention uses escape sequences of the form ESC [ number1 ; number2 ~ for function keys with modifiers. number1 indicates the function key (15 to 24 for F5 to F12 — for historical reasons, F1 through F4 have different escape sequences) and number2 indicates the modifier (2 for Shift, 3 for Meta, 5 for Ctrl, 7 for Ctrl+Meta, and add 1 for Shift with at least one of Ctrl or Meta).

Emacs translates escape sequences into its internal key representation through input-decode-map or local-function-key-map (or function-key-map before Emacs 23).

(define-key local-function-key-map "\033[73;5~" [(control return)])
(define-key local-function-key-map "\033[37;6~" [(control ?L)])