F5 means “execute current query”. Queries in Sqlyog terminologi are divided by “;”. Therefore, You'll need to “execute all queries”. The easiest way is to click on the 'double green arrow' on the icon bar (no. 2 from the left). I don't think there is a standard keyboard shortcut for that. Accoding to the help menu, these are the shortcuts below. But it could be an idea to assign for instance F4 for “execute all queries” in future versions …. However I never use keyboard shortcut's so I don't mind 🙂
F5 Execute Current Query
F8 Execute For Update
F1 Help
F3 Keyboard Shortcuts Window
F6 Alter Table Structure
F7 Manage Index Window
F9 Refresh Object Browser
F10 Manage Foreign Relationships
F11 Insert Update Dialog
Ctrl+1 Show/Hide Object Browser
Ctrl+2 Show/Hide Result Pane
Ctrl+3 Show/Hide Query Window
Ctrl+B Set Focus On Object Browser
Ctrl+D Create Database
Ctrl+E Set Focus On SQL Window
Ctrl+F Find
Ctrl+L Toggle Result In Text/Grid Mode