Hi Chris,
I've done a bit more testing and it is nothing to do with round-tripping between Lightroom and Affinity Photo.
It is all to do with switching between windows with Alt+Tab keyboard shortcut.
If I have Photo open and Designer open, both are working with keyboard shortcuts - but if I switch between them several times using Alt+Tab then both Photo and Designer lose their keyboard shortcuts.
Seems that the Affinity programs don't like the way Windows switches between windows using that keyboard shortcut. If you switch between them using mouse click on the taskbar icons, or directly on the windows themselves (when not full screen) then keyboard shortcuts are unaffected.