I've been able to get AutoHotKey working with almost the same script I use on Windows (had to make a few adjustments because keys were not recognized even though they're exactly the same). The way I got it working is by running it in the same Wine container.

I still prefer a native tool, to be fair, but I haven't been able to Interception to work. It seems a bit too complicated to my liking. Not that AHK is not complicated (it is) but the documentation is superb.