how to make keyboard shortcuts for paragraph formats?

I'll leave it to someone more knowledgeable to give you information about defining shortcuts … Esc,o,p,c gets as far opening the catalogue but doesn't really help: no immediate focus, though, at least here on this PC, and no mouse-free way of selecting a style.

For the sake of future generations who may retrieve this post, and not because I imagine you don't already know about it, I'll mention F9 as well. Occasionally coy, in the sense of deciding not to work after you've used some particularly arcane key sequence, but F9, h ought to get you the first entry starting with h; F9, hd your first heading and so on. F9 and up/down arrow take you up and down the list, though it doesn't loop round at the ends; and F8 does the same for character styles.