Windows it is.
SFML has their real-time down fine but it's the key release event missing for the first shift to be released when both are pressed that is the issue.
If it's "totally unfixable" due to Windows refusing to give the correct events, I would suggest at least adding documentation mentioning this situation.
If it is fixable, I'm here for testing!
The not-ideal end-user "solution" that I'm currently using is to create my own "events" based on tracking real-time states changes. Luckily, it only seems that I need to do that for shift keys so I'm doing it for all control keys (control, alt, etc.) and not the entire keyboard!
![Grin ;D](https://www.sfml-dev.org/forums/Smileys/default/grin.gif)