There are a couple of things that can be happening.
In the combat section of the interface panel the modifier key options for mouseover, self, or focus casting can cause all sorts of weird and unpredictable issues with using the modifiers in macros. If you want to use modifiers in macros, it’s probably safest to make sure they are all set to “none.”
On macs with MMO mice, the modifiers don’t always register properly. There’s a pretty easy fix you can do by going into the terminal app.
On the Windows side, Windows will hijack some shift+number pad combos with special functions like “home”. There’s no way around that other than to just use different keys/modifiers.
You can see if either of the two things above are the problem by trying to directly use the modifier+keybind combo for a keybind. On the mac side, you’ll just get it without the modifier, on the Windows side, you’ll get something completely different.