I have my system locale as "English (United States)", but have also chosen "English (United Kingdom)" [en_GB] under "System Settings → Region & Language → Formats". This normally causes the following environment variables to be set:

LANG=en_US.UTF-8
LC_MEASUREMENT=en_GB.utf8
LC_MONETARY=en_GB.utf8
LC_NUMERIC=en_GB.utf8
LC_TIME=en_GB.utf8

$LANG is set system-wide by /etc/profile, while the four $LC_* variables are set by gnome-settings-daemon for my own user account.

However, for programs that are launched using the "System Settings → Keyboard → Custom shortcuts" function, the $LC_* variables are missing. They aren't part of gnome-settings-daemon's own environment, either.

Programs launched through gnome-shell receive the correct environment.

This may be related to bug #662528.