When an options window of mIRC is open (e.g. Options, Address Book, Channels List or any other default window, even the About mIRC window) then the custom Scripts Editor shortcuts stop functioning (Check Brackets, Go To Line and More Files)
Not a very big bug but non-functioning shortcuts make tasks longer! :P
This doesn't appear to be affected by custom dialog windows.

Note: this is of course with mIRC 6.31

I suspect that the shortcuts you're referring to (eg: Ctrl + H, for Check Brackets), are also used in the other dialog/options window that you have open. In which case mIRC should use the shortcut for the active window (eg: Address Book, rather than Script Editor) if the Address Book is the active window.

I can't test this atm, but will do ASAP and confirm or amend my post after testing.

There are no shortcuts for those windows nor do they even have a menu bar (Alt is used to select options via the keyboard etc., that's as close as it gets)
Every other method of those options in the script editor works (check brackets button/selecting it from the menu) and all other normal shortcuts such as undo, copy and find work.

Agreed.. with this being the case, the only thing (aside from a bug), that I can think of, is that these windows are using a format similar to that of creating a dialog using $dialog rather than /dialog. This is based (somewhat) on the following quote from the help file

As someone mentioned, this is due to the way dialogs work in Windows. It could be tricky to get around it - I'll see if I can find a way for the next version.