I don't remember any keyboard shortcuts to either open or close the adhock datasheets.

Quite honestly though, don't concern yourself to much with it.  Richard states at about the 4:00 min mark that this is really just for you, the developer, to use.  As you continue on with your learning, you will find that you will not use it.  Additionally, if you get to the point where you are going to share your data base with others, this will not even be available if you split your data base.  (Topic for another date)

Use this as a visualization tool to understand now how table relationships work.

Ctrl-Shift-Down and Ctrl-Shift-Up - I had to Google it too. I almost never use these. Makes a cool QQ question. LOL.