I think the deal with the JP IME keys is simply that they aren't defined in the keyboard layout! So while Windows gets the scan codes just fine it won't do anything with them.
If you look it up in Michael Kaplan's KeysEx (keysex, hehe) you'll even see VK codes unless I've misread something:
VK_CAPITAL = Keys.Capital, // 0x14, Keys.CapsLock
VK_KANA = Keys.KanaMode, // 0x15
VK_HANGEUL = Keys.HanguelMode, // 0x15, Keys.HangulMode
VK_JUNJA = Keys.JunjaMode, // 0x17
VK_FINAL = Keys.FinalMode, // 0x18
VK_HANJA = Keys.HanjaMode, // 0x19
VK_KANJI = Keys.KanjiMode, // 0x19
VK_ESCAPE = Keys.Escape, // 0x1B
VK_CONVERT = Keys.IMEConvert, // 0x1C
VK_NONCONVERT = Keys.IMENonconvert, // 0x1D
VK_ACCEPT = Keys.IMEAceept, // 0x1E, Keys.IMEAccept
VK_MODECHANGE = Keys.IMEModeChange, // 0x1F
VK_SPACE = Keys.Space, // 0x20
Those the ones?