Yes, here is the list of these combinations:
HK + Up/Down: select slotHK + X/Y: load/save stateHK + Left: toggle slow modeHK + Right: toggle fast modeHK + L1: cycle in ratio (4:3, 16:9, fullscreen stretch)HK + R1: screenshotSelect + Start: quit PCSX2.Yes, you need to do the following:
Config > Graphics settingsOSD > Enable monitor and click on OK