Maybe they were intended to be supported, and the
comment was just vague. I've been aware of the issue for a long while and frankly never cared. (I'm not sure whether I realized the conflict with remapping before trying to fix it after your report; if I did, I forgot.) It just seemed obvious that hotkeys with ::: were hard to read if not ambiguous, and I wouldn't want to write them even if they were supported.
On a US keyboard,
: isn't a key, but is produced by
+;, which works just fine as a hotkey. This and the other ways to specify the key (by vk/sc) are probably more convenient than Hotkey(). Hotkey() is probably the only way to create a hotkey for whatever key combination corresponds to ':' for the script's
default keyboard layout, but that seems like an unusual need (and a hotstring would be better as it adapts to the active window's keyboard layout).