Screenreaders capture a lot of keys for their own navigation shortcuts by default (virtual cursor mode), which prevents ours from being used.
This mode can be toggled off, in JAWS you need to use the JAWS key + z (depending on settings this might be insert + z or caps lock + z). Doing that should grant access to the Discourse shortcuts, but let us know if they still don’t work.
Where specifically? is this in a menu, on the /categories page? somewhere else?