This is a firmware bug.
All shine 4s and shine 5's have this bug with reactive mode advanced.
Ducky has a beta firmware for the year of the goat and for the Shine 4/fire 69 (two different firmwares, not 1, but shine 4 and shine fire 69 use the exact same firmware) which fixes reactive mode advanced completely. It (referring to YOTG) might also work with the shine 5 (I'm not sure if the firmwares are 100% identical because the shine 5 caps/num/scroll lock indicators are also replicated on the RGB key itself, while on the YOTG, those keys follow the normal backlight layout and there are separate indicators for them above the number keypad).
Send an email to ducky support and ask if you can test the beta firmware for the reactive mode advanced fix. There's one for both the YOTG (not sure if this works on shine 5) and another one for Shine 4/fire edition. I don't have ducky's permission to distribute the firmware (they didn't say I couldn't, but it's sort of...unethical).