Yes, Ctrl-W is hard coded in main.cpp as "Close Window" and cannot be over-ridden by a plugin.
// Accelerator table
wxAcceleratorEntry entries[7];
entries[0].Set(wxACCEL_CTRL | wxACCEL_SHIFT, (int) 'W', idFileCloseAll);
entries[1].Set(wxACCEL_CTRL | wxACCEL_SHIFT, WXK_F4, idFileCloseAll);
entries[2].Set(wxACCEL_CTRL, (int) 'W', idFileClose);
entries[3].Set(wxACCEL_CTRL, WXK_F4, idFileClose);
entries[4].Set(wxACCEL_CTRL, WXK_F6, idFileNext);
entries[5].Set(wxACCEL_CTRL | wxACCEL_SHIFT, WXK_F6, idFilePrev);
entries[6].Set(wxACCEL_SHIFT, WXK_TAB, idShiftTab);
m_pAccel = new wxAcceleratorTable(7, entries);
this->SetAcceleratorTable(*m_pAccel);