1: Check/enable can-change-accels using the dConf editor in org->mate->desktop->interface.
2: Open Caja with an extra pane (F3) and select one or more files/folders in one of the panes.
3: Using the Caja Edit menu at the top, NOT the right click context menu, go to but don’t click Edit->Move to->Other pane
4: With your cursor hovering over the ‘Other pane’ button, input the hotkey you want to use. I used Ctrl+Shift+M and it works as desired.
5: Uncheck/disable can-change-accels in dConf to avoid accidental changes.
6: Bob’s your uncle.
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