To deselect all hit "cmd shift A". ("cntrl shift A" on a PC)

Its "cmd shift A" on a Mac (so presumably "cntrl shift A" on a PC)

I appreciate where your coming from,I use the select the first one and shift click technique plenty, but if you have a lot of layers.You have to scroll through them to use it.Unless there grouped.

I don't use the whole range of default keyboard shortcuts.So a custom one here and there is fine.

I haven't actually run into this as a persistent problem much since I posted this question. I was drawing a lot of shapes at the time.And not so much these days.

Just record an action of clicking off the layers, then you can use it when your layer panel is full. You can assign a function hot key to run it.

Or target the top layer on the layers palette the new shape will be added to the layers stack the same as if no layer is targeted. the shortcut for that is Alt+. can be done with a single finger on my keyboard  Alt and .  are that near

If you look at the image I posted no layers are targeted no layer is selected. Is that not what you asked for?  You can do with the move tool outside the canvas area with Auto select.  Chuck provided you with a script you could set a shortcut to. And Check wrote you can use it in a action and actions can be assigned to a function key ot  function key +modifier key.  The shortcuts you want.  I still think to should set the shape tool option to create new shape layer and target the layer you want the new shape added above.

Save the following code as a plain text file with the extension .jsx. Put it in the scripts folder under presets. Create an action and record running the script. You can then assign a function key to run the action.

var idselectNoLayers = stringIDToTypeID( "selectNoLayers" );
    var desc26 = new ActionDescriptor();
    var idnull = charIDToTypeID( "null" );
        var ref3 = new ActionReference();
        var idLyr = charIDToTypeID( "Lyr " );
        var idOrdn = charIDToTypeID( "Ordn" );
        var idTrgt = charIDToTypeID( "Trgt" );
        ref3.putEnumerated( idLyr, idOrdn, idTrgt );
    desc26.putReference( idnull, ref3 );
executeAction( idselectNoLayers, desc26, DialogModes.NO );

Click in the layers on the none shape layer you want to add the shape layer over than Click and drag out the shape over the canvas. If you want to keep dragging out new shape layers use the tool option bar to make sure that option is in effect else you shapes will merge. If you single click over the canvas you will get the Shape dialog you show.