A little trick I have used in the past - Create a macro using the emulators record macro functionality, include the enter key and any other key strokes you are interested in. Then save the macro and view it - it should show you the text that the macro expects to receive for the enter keystroke.
Also, I had a strange thing once where a mainframe actually had two enter keys, one being the main enter/newline text key and the other being the enter key that is part of the numeric keypad. This was impacting my automation. I played with the keyboard mapping in the emulator so that both enter keys were the same and then my interface worked.
If all else fails you could create a seperate Win32 object for sending keystrokes that do not work using the API. Your Win32 object can have a Send Enter action that uses the windows interface to send the enter.