Is there a way to make just a single key accelerator with KeyCodeCombination?
Yes. Just use the KeyCodeCombination constructor and don't pass any modifiers. For example, as in James_D's comment:
new KeyCodeCombination(KeyCode.F2)
can someone tell me why my F2 key combination with SHIFT_ANY does not work with the shift key UP?
Nope, on my keyboard, the accelerator for F2+SHIFT_ANY fires when F2 is pressed with the shift key UP (desktop, US, Win 7, Java 8b129).