First you Round Robin (RR) it looks like you have the auto-add option enabled... this is probably adding an open Windows Explorer window which is open on the World of Warcraft Directory... turn off auto-add it can be bad!

2nd, S, Shift-S, Ctrl-S etc are all different keycodes and so will be passed if not on your DNP. This is the Keyclone config part the rest is due to the way Wow responds to keystrokes. If it can't find an action with a modifier, it assumes that the modifier is unintentional and tries the base key so if nothing is bound to Ctrl-shift-s then it will try Ctrl-S, Shift S and finally S until it finds a command to do something.

Many people here use trinity Bars to assign these spurious keystrokes to an empty bar... others use the blacklist / whitelist / DNP functionality to prevent these passing.