I've been using Virtualbox with Ubuntu for a few years now, and I've noticed a change in behavior of keyboard shortcuts sometime recently, possibly after a new version update: in the past, when the guest had the keyboard focus, I was unable to use most of the host's keyboard shortcuts, such as switching virtual desktops; I had to either click on the host desktop, if I could, or, I later found, I could use AWN (in the auto-hide mode) to make use of its desktop switcher applet.
However... now I can no longer get the guest keyboard shortcuts to work at all. None of them will work any longer, even with the same VMs I've always used.
I haven't found any settings for this, which would be ideal, as I can see some situations where this would be a feature, but overall, I'd like them to work like they did previously, where I was able to do things like switch virtual desktops or run a terminal with a hotkey.