Holding down the shift key results in a significant slowdown for me in CW2. I am not sure of the reason, but it makes it very difficult to multi-select units. I believe some optimization may be in order.
Do you have a lot of units on the map you are using shift with? Massive amounts of Creeper? Etc etc.
No, it occurs even in early campaign levels, which have negligalbe amounts of creeper (though considering how it works, would that matter anyway?) And only have at most 6-12 combat units. The slowdown also seems to be the game's rendering lagging behind, in that if I am accurate, I can still place reactors or otherwise with shift held down, and it places they a few seconds after I told it to, same with selection of units.