To abort a script, just do an AppError(sMessage). That will abort the current testcase.
To prompt the user to abort or continue, search for the Halt function that I have posted to this form. This will allow you to display a message in a dialog, with OK and Cancel. OK will continue the test, Cancel will abort everything. This is based on the Agent.DisplayMessage method.
As you can tell from the intervening posts ... the only way to do what you're proposing is "through code".
There isn't any magic key combination that will momentarily pause things, I'm afraid.
I'm guessing you want to pause things "at will" and then continue. Sadly, Silk doesn't really support that. You can code explicit "pauses" using the Agent.DisplayMessage() mechanism or other similar approaches -- but beyond that it's "all or nothing". Either you run to completion or you abort by hitting "Shift-Shift".
It would be an interesting enhancement for the Segue folks to look into, though ...