We use NT servers with almost exclusively Win9x clients & we resolved these difficulties but our solution was rather radical. We turned off profiles & we control everything through reg files. At boot-up a reg file is put in place that locks the machine so it is unusable for anything but re-starting. Logon must complete before the machine will open up. Our logon scripts removes restictions instead of putting them in place.
There are small utilities around that remove various special key combinations from working in Win9x. A search will probably find some but most are a bit old so you may have to look in out of the way sites.
A few years ago, this was a rather common topic on this board. Do some historical searches & I am sure you will find a lot of suggestions.
_________________________
Jack