I don't think there is a simple way. It might be possible if you create a Class Module and attach an event to it that way. I very rarely do Class modules so I would have to point you towards other information sources which might get you started such as:
Excel shapes events: how to track user actions – C# sample add-in
https://www.excelanytime.com - Excel VBA Custom Classes & Objects, Class Modules, Custom Events

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Andrew Lockton
Chrysalis Design, Melbourne Australia