To be clear is the problem holding any one of these keys or two or three at once?
When the key doesn't register im just holding one down, if could be any of the three, im never holding two modifers down at once ever but i might go from shift to control to alt quickly.
It could be to do with the matrix and/or firmware not being configured with enough rollover, it's advertised as a macro pad and 48 macros is a lot so kinda makes sense not to enable lots of keys at once though it would cost pennies. In the tester that would look like hold ctrl (highlights) press shift (also highlights) press D (ctrl un-highlights and doesn't register again until released)
I downloaded key test and held the three keys i have bound to modifiers down (they are all right next to eachother) i then proceeded to mash my hand over the keypad to hold down as many buttons as i could at once. All three keys stayed red in keytest until i released them. After i let go of alt and control but still held down shift i went over to a notepad file and the keypad was still registering i was holding shift as it should.