After showing the desktop icons (see my last post), I right clicked the desktop and hid again the desktop icons. That way I've missed the context menu again (If you are running Build 10547 and hide the desktop icons, you lose the context menu).
But this time, Shift-F10 didn't work for me. So, I decided to use another solution. I remember I've developed an utility for PCMag.com, Wintidy (http://www.pcmag.com/article2/0,2817,2372867,00.asp) which, among other things, shows or hides the desktop icons. I ran it and clicked on the "Show desktop icons" and voilà, the icons were back again!
Now I have a permanent solution, no more flaky hotkeys. I hope the Windows team solves this bug soon.