Never seen that, what Windows version are you running?
I can't reproduce that. Does holding shift definitely work still in other apps for you and this is definitely an EDD specific issue?
I have always had that same issue since I've started using EDDiscovery ages ago. I'm on Windows 10 if that means anything, but yes it's kind of annoying, but I've just learned to get used to backspacing and re-shifting and selecting the letter again to make the double caps...