Those shortcuts switch between Tabs, not modules. Also: the Local tab does not have a shortcut for as far as I can tell.
You are not able to create your own shortcuts. But…
You can create a Favourites Tab, which would place the modules you chose into one tab. At the moment (stable 5.9 or earlier) it is a bit cumbersome to set up and modules that are favoured are moved instead of copied to the created Favourites Tab
This behaviour will change when RawTherapee 5.10 arrives. This PR: #6383 - Favorites preferences, will much improve this functionality. It is already part of the development version. I’ve been using it for a long time now and it works nicely.
EDIT: Typos, added a letter and removed a letter…