... and to type it there (right-aligned, same as the other shortcuts),
you'll need VBA, I'm afraid:

Assuming your macro is on the "Tools" menu and the menu item displays the
caption "MyMacro" and has the shortcut "F2,M":

 Dim myCBC As CommandBarControl
 Dim myCBB As CommandBarButton
 Set myCBC = _
 CommandBars("Menu Bar").Controls("Tools").Controls("MyMacro")
 If Not (myCBC Is Nothing) Then
   Set myCBB = myCBC
   myCBB.ShortcutText = "F2,M"
   MsgBox myCBB.ShortcutText, , "Assigned:"
 End If

If you got the caption or something else wrong, you'll get some error
message.

Regards,
Klaus