this is probably down to you choice of key and the fact that you are probably blocking your unmodified direction buttons

so KC will send the shift up keys down code to the instances but if you release shift first then it will never send the unmodified up to the other instances so they will never receive the key up action and so will continue doing the last received key down

at least that is the way I understand it - might be worth trying with a combination that does not have a blocked element.