It handles the state reset that occurs when uimode changes. Also, has options to ignore/append for specific modes.
https://github.com/tommyhosman/UseMyKeypress

Only tested with 2019b and uses event.proplistener()

OK, Been working on this again and found a solution which works in 2020a and 2020b. Below a working example which resets the KeyPressFcn for all ui-modes after activating them. It seems it is necessary to reset the 3rd KeyPressFcn, don’t ask me what the others are for …

HV = 'off';
fig = figure('HandleVisibility',HV);
ax  = axes('Parent',fig, 'HandleVisibility',HV);
plot(rand(1,12),'k.-', 'Parent',ax)
    
hManager = uigetmodemanager(fig);
addlistener(hManager,'CurrentMode','PostSet',@MonitorModeChange);
    
function MonitorModeChange(varargin)
%hManager = uigetmodemanager(fig);
    if ~isempty(hManager.CurrentMode)
        switch hManager.CurrentMode.Name
            case 'Exploration.Brushing'
                disp('Brushing on')
                [hManager.WindowListenerHandles.Enabled] = deal(false);
                fig.KeyPressFcn{3} = @(h,e)disp('Brush KeyPressFcn replacement');
            case 'Exploration.Pan'
                disp('Pan on')
                [hManager.WindowListenerHandles.Enabled] = deal(false);
                fig.KeyPressFcn{3} = @(h,e)disp('Pan KeyPressFcn replacement');
            case 'Exploration.Zoom'
                disp('Zoom on')
                [hManager.WindowListenerHandles.Enabled] = deal(false);
                fig.KeyPressFcn{3} = @(h,e)disp('Zoom KeyPressFcn replacement');                
            case 'Exploration.Datacursor'
                disp('Zoom on')
                [hManager.WindowListenerHandles.Enabled] = deal(false);
                fig.KeyPressFcn{3} = @(h,e)disp('DataCursor KeyPressFcn replacement');
            otherwise
                disp(hManager.CurrentMode.Name)
        end
    end
end

I have not investigated this in detail, but I think one way to go in new versions of Matlab (>2019b) might be to use listeners to suitable figure properties, e.g.

fig = figure;
ax = axes;
ls = addlistener(fig,'CurrentCharacter','PostSet',@(h,e)disp(e));
zoom on

This solves one problem, as the KeyPress is directed to the callback function as desired. However, a new problem is that the figure loses the focus since the KeyPress is also directed to the command window.
I have not found a quick way to solve this problem, but maybe somebody else does …

It is also not working for me on R2019a Update 5. Best Hannes.

Thanks.

I explored this a bit more and the problem is specific to the key input ctrl-z. Any other keystroke is passed to my callback, but ctrl-z is trapped and interpreted by the zoom’s own callback. The question remains how do I override this behavior?

function zoomIn_OnCallback(hObject, eventdata, handles)
  [handles.mode_manager.WindowListenerHandles.Enabled] = deal(false);
  handles.theGui.WindowKeyPressFcn =  [];
  handles.theGui.KeyPressFcn = @theGui_KeyPressFcn;
end

where handles.mode_manager was set to uigetmodemanager in the GUIDE generated OpeningFcn. I can verify in the debugger that the call is executed and the callback is being assigned to theGui handle. The callback theGui_KeyPressFcn has the desired behavior when not in zoom mode, but in zoom mode it is not being called in spite of the above code.

Obviously I’ve missed something here, but I can’t see what it is.
(I’m not concerned about backwards compatibility, so I skipped the try/catch)

Oh, I see what you mean. I’ll give that a try, thanks.
Meanwhile I fixed the problem with this line of code.

set(handles.figure1, 'KeyPressFcn', ...
           @(hObject,eventdata)myGui('figure1_KeyPressFcn', hObject,eventdata,guidata(hObject)));

I simply copied the anonymous function from the Property Inspector of figure1 in GUIDE.