If I change the event:
+ MouseKeyboard: On key Num pad 1 pressed
+ HeroCol: Value 'DoubleJump' Greater than 0
-> HeroCol: Jump
-> HeroCol: Subtract 1 from 'DoubleJump'
-> XAudio2: Autoplay file AppPath & "xJump.wav" (No loop) at HeroCol
i.e. from up arrow to Numpad1, then pressing up arrow quickly followed by numpad1 works and a double jump is performed.
I reckon it's a keyboard thing. Altering repeat delay etc doesn't appear to help. I might try a different keyboard.