After installing the latest version of vmware horizon client on my macbook pro, the <<shift>> did work after connecting to a VM and then using RDP to get to my desktop. <<Shift>> worked on the VM but not on the local desktop. Downgrading to the previous release solved the issue.
Same issue for me - also the control key doesn't reliably pass through.
Can get a shift to work by pressing once the pressing again and then having to delete the first character. Not a great way to work tho 🙂