Now a somewhat tricky solution.
It seems that the system-wide configuration takes precedence over the user configuration for the display.
The easiest way is to rename the xfce-keyboard-shortcuts.xml file located below /etc.
First check the user configuration.
This example shows the change for the 2nd workspace only.
:~$ cat .config/xfce4/xfconf/xfce-perchannel-xml/xfce4-keyboard-shortcuts.xml
... {Around the middle of the file}
<property name="custom" type="empty">
<property name="<Control>F1" type="string" value="workspace_1_key"/>
<property name="<Control>F3" type="string" value="workspace_3_key"/>
<property name="<Control>F4" type="string" value="workspace_4_key"/>
... {Near the end}
<property name="override" type="bool" value="true"/>
<property name="<Primary>F2" type="string" value="workspace_2_key"/>
There is no "workspace_2_key" in the middle but at the end after <property name=“override” ...>
All changes that you have made must be entered in this way.
If not, the workflow will be somewhat more extensive. Then please get in touch.
For now, the simpler version.
Rename the system-wide configuration, backup user configuration, and reboot. (root terminal)
cd /etc/xdg/xfce4/xfconf/xfce-perchannel-xml/
mv xfce4-keyboard-shortcuts.xml backup_xfce4-keyboard-shortcuts.xml
cd /home/<username>/.config/xfce4/xfconf/xfce-perchannel-xml/
cp xfce4-keyboard-shortcuts.xml saved_xfce4-keyboard-shortcuts.xml
init 6
You now have a backup copy of your settings.
Start the settings dialog and check what is displayed and your settings.