Shift + click key sequence does not work for multiple list items selection.
For instance it could be reproduced here:
PCP > Reseller CP > "My subscriptions" (top right corner link) > "Custom Reports" (tab) > "Add New Report" > "COGS Report (Fixed Dates)" (drop-down list)
Software-related issue #APS-42656: "shift + click selection method does not work".
Please contact firstname.lastname@example.org or TAM to trace the status of the issue.