What I do :
_nul = [_this] execVM "EventHandler.sqf" >> Executes correctly

EventHandler.sqf
KeyDownFunction = {
hint format["_this : %1\n_this select 1 : %2",_this,_this select 1];
};
_KeyDown = (findDisplay 46) displayAddEventHandler ["KeyDown", "[_this] call KeyDownFunction;"];

What I get :
Hint returns
_this : [Display #46,DikCode(46,32,whatever..),false,false,false]
_this select 1 : <null>

What I should get :
_this select 1 : DikCode(46,32,whatever..)

Tested on devbuild, still doing the same thing.
(I tried using CBA to execute the EH on a Man class, didn't work...)