When you press Pause (Break) key on keyboard, Num Lock LED gets switched.
When you Press Ctrl+Pause, Scroll Lock switches.
Tested with VMware 12.1 and VirtualBox 5.1.6.
On real HW you may need to do several Pause presses to switch Num Lock.
Scroll Lock (Ctrl+Pause) switch behaves differently: it switches internally, and to make this switch visible, you need to switch another LED in any way.
(This is the funniest bug report I've ever made :-D)