It seems that shift-up/down/left/right is not assignable in keybindings, as these are globally set to be used when marking a block.
I suggest that this selection modifier should be set under “preferences / keys / pattern navigator / selections” and new “selection modifier”. This would make it easier to do keybindings that are similar to other tracking software, which is a great help to some of us.
(I ran into this problem when trying to make keybindings similar to Milkytracker)