Why recording typed characters by "qa" into reg a has different behavior for typed <M-Z> vs. <M-z>?

Question

Case 1:

In Excmd line I give qa to begin recording.

I type \Alt Z

(upper case Z)

error message:

E11: Invalid in command-line window:\<blank\>:q<CR> closes the window

I give q for end recording.

echo getreg("a")

shows

<1b>Z

as expected.

Case 2:

I give qa to begin recording.

I tyype \Alt z

(lower case z)

Nothing happens, also no error message.

I give q for end recording.

Nothing happens.

I give a second q for end recording.

echo getreg("a")

shows

<1b>zq

In case 1 the error message is not expected, and in case 2 the non-reaction on q is not expected.

Why is this and how can I circumvent it?