There's no error here, you simply pressed and released the Ctrl key. The debugger just isn't very good at converting the Keys enum to a string. It is confuzzled by that enum having the [Flags] attribute so it tries to map the individual bits in the value to a Key.
So KeyDown = (Keys.Control | Keys.ControlKey) = 0x20011. Which the debugger mangles to
0x20000 = Control
0x00010 = ShiftKey
0x00001 = LButton.
And Keyup = (Keys.ControlKey) = 0x00011. Which the debugger mangles to
0x00010 = ShiftKey
0x00001 = LButton.
Or in other words, ignore what the debugger tells you.