On each of your Input checks you instantly return, therefore not allowing any further events you might have to be processed. One way I like to handle multiple inputs (especially for complex button presses) is to create a set of booleans
bool p1keyLeft, p1keyRight, p1keyUpt, p1keyDown, p2keyLeft, p2keyRight, p2keyUp, p2keyDown,
This way, once you do your poll event, you can just assign which keys get pressed during this event loop.
while (window.pollEvent(event))
{
if (event.type == sf::Event::KeyPressed && event.key.code == sf::Keyboard::Left)
p1keyLeft = true;
else if (event.type == sf::Event::KeyPressed && event.key.code == sf::Keyboard::Right)
p1keyRight = true;
else if (event.type == sf::Event::KeyPressed && event.key.code == sf::Keyboard::Up)
p1keyUp = true;
else if (event.type == sf::Event::KeyPressed && event.key.code == sf::Keyboard::Down)
p1keyDown = true;
}
Once you have these booleans set, you can use them any way you want, check each one and move your character accordingly. Remember to reset them to false at the beginning of your input though.