I use Tera Term Pro with following settings in keyboard.cnf file:
[User keys]
User1=1026,0,$1B[3~
User2=1027,0,$1B[34~
User3=1028,0,$1B[29~
User4=1029,0,$1B[33~
User5=1030,0,$1B[28~
User6=1031,0,$1BOr
User7=1032,0,$1B[6~
User8=1033,0,$1B[5~
User9=1034,0,$1B[31~
Then you should select VT220 terminal emulation at Definity login and press Ctrl+1 ... Ctrl+9 instead of F1 ... F9 (keys 1 through 9 should pressed of main keypad, not numeric!).