what's your exact version of InDesign on what operating system?
I see no issues with overriding master page elements with e.g. my German InDesign 2020 on Windows 10 Pro version 1903. How are you using Ctrl + Shift? With clicking elements? With drawing out a selection marquee?
Is that issue with all documents? Or only with specific documents?
I just had this problem on indesign 2021 and I figured it out (in my case anyway).
I wasn't able to grab a text box off of the master page with ctrl + shift, so I went to the master page and found that the textbox I was trying to grab was locked there. I unlocked it, went back to the page that had the master applied and was able to grab the text box this time.