Assigning shortcut keys in Keynote: Mac

I needed to make a picture of neural network. The picture is too much work as it has a lot of connected blocks to be constructed.
So, in order to reduce the pain, I looked for shortcuts.

I wanted to assign shortcut keys to connect the blocks. So, I went to :

• System preferences
• Keyboard
• Keyboard Shortcuts
• Application Shortcuts
• From there I had to browse the keynote and put the exact word. In this case "Connection Line", and assign the shortcut.
• This method is true in general. So, if I wanted to assign any set of keyboard shortcut to any task, it should work. 
• Profit!! :)

In order to connect the blocks, I would need to select two blocks, then press the shortcut key.
I wonder if there is a way to make connection between all selected blocks. (There seems to be none...)

Currently, If I have to connect two blocks, it is set to:

CMD+SHIFT+K