Do you have the key bound elsewhere with the shift modifier? A quick fix is just binding it somewhere else then clearing the bind to see if it works.
For instance if it’s on E then bind Shift E, then unbind the key.
Alternatively grab this which I’d highly recommend for any dps with team utility as it lets you bind an @healer and @dps partner so you don’t have to 1) constantly change teammate names in macros or 2) memorize which player is which every game.
It’s an addon that just changes the names of teammates in macros.