This is impossible in N++ currently and is a requested feature that you can support.
There is a working workaround listed though:
It is a pretty reasonable request. I can think of a workaround as you wait for it to be accepted and implemented though: Record and name two macros ("Close1" and "Close2"), each with a single action ("Close") and then assign each macro to a different keycombo (e.g. "Close1" to Ctrl + F4, "Close2" to Ctrl + W).
The same can be done here with anologically. Recording can be done through Macro -> Start Recording.
As for AutoHotkey workaround, it should be as simple as:
#IfWinActive ahk_class Notepad++
^Ins::Send, ^c
+Ins::Send, ^v
^Del::Send, ^x
Check documentation for info about key names and mapping.