Seems Vegas "poles" the detection of key press Ctrl-Shift , when Vegas is launching . Thus sometimes Vegas "Misses" the key press . I reset rarely , but it works best to repeatedly press : Ctrl-Shift , let go , Ctrl-Shift , let go , Ctrl-Shift let go , maybe up to 5 times , until the reset Message Box appears . If Vegas Splash screen appears , then nothing happened . Close Vegas and try again .
That's pretty much a Windows quirk, which can be annoying if you're in a hurry.
Happens a lot in Photoshop, also.
While holding Ctrl, add Shift, then click Whatever. Works reliably on my keyboard.
Left click once the shortcut to highlight, then 'Ctrl+Shift' + double left click, works every time for me.