I think your best bet is to use variables.
on *:keydown:@window:cursorup key number: {
set %cursorup 1
}
on *:keyup:@window:cursorup key number: {
unset %cursorup
}
Then, in your game, use a while or if statement to say that if %cursorup = 1 and %cursorleft = 1, do the command for up/left. And so on. There is $keyrpt, but I don't think that will really do what is needed.
The other option is to simply use the numpad.