There are several ways how to do this. I'll present the most easy way, although I would have done it a bit differently.
Split this fading and menu scene into 2 scenes, then register in game.script
on "Keypress"
{
if (Keyboard.KeyCode == VK_ESCAPE)
{
if (Scene.Name == "FadingSceneNameGoesHere") Game.ChangeScene("MenuScene");
}
}
Another approach is having global variable, which you set instead of calling Game.ChangeScene and in your fading loops you check
if this variable changed and if so, behave accordingly.
Hope this helps.