I tried setting some shortcuts to other surfaces, but when I push the button it says it cant go to other surface.

I don't believe there's any generic way to handle multi-surface, because moving between surfaces is much more involved than just opening the map somewhere.

Space Exploration does have an interface to do that, so I added support for it. I have not actually played Space Exploration myself, so did limited testing. Let me know if you notice any issues with it.

I got this error when I set a location hotkey to a spaceship that was travelling to a zone. There might be some special handling required when ships are enroute to a real surface. But, so far, my other tests show that the buttons will go to a regular surface. The folks on the Space Exploration discord might have more technical details about the "travel mode" of entities that are moving from one surface to another.

The mod Unit/Location Hotkeys (1.1.4) caused a non-recoverable error.
Please report this error to the mod author.

Error while running event UnitLocationHotkeys::on_gui_click (ID 1)
UnitLocationHotkeys/control.lua:160: attempt to index local 'zone' (a nil value)
stack traceback:
UnitLocationHotkeys/control.lua:160: in function 'go_to_location'
UnitLocationHotkeys/control.lua:179: in function 'go_to_location_index'
UnitLocationHotkeys/control.lua:305: in function <UnitLocationHotkeys/control.lua:261>