It is possible for the global shortcuts in the dedicated GUI.
Is it possible for the custom shortcuts too?
A similar option as above is not present in the KDE4 GUI for custom shortcuts.
But I imagine there must be some file to back-up.
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The custom shortcuts seem not to be saved as an overall scheme, but as separate groups of shortcuts.
In the Custom Shortcuts window select Edit - New group, if you don't have one or more already.
Check to enable the group and then drag&drop the shortcuts you already have onto the group.
To save a group, right click on it and export: