Not having one of these devices myself, my advice may be rubbish, however, I'd perform the following tests:

- Bind all of the pedals to be shift (makes for an easy test)
- Using a program like notepad or something check that each pedal works...(eg, will make the keypress of a standard letter appear in upper case when used...and lower case when not used)
- Run wow and do the same test in a chat window.

If it works in the chat window then that would suggest that perhaps there's a keybinding issue with what you'd been attempting.

Outside that, hopefully someone else here can offer more insight.