I don't see any events using evtest when I press Fn+ScrLk (ie. NumLock) on my T61 keyboard. However, the keyboard does in fact switch modes and the onboard led indicator shows the correct state.
I get the events as expected when I use an external Microsoft keyboard.
I do not get the events when I use an external Lenovo SK-8845 keyboard. However, unlike the built-in keyboard, the mode does not change.
The hardware isn't sending us any type of event when we hit the key, so I'm afraid we're just going to have to live with this...