I'm on Catalina 10.15.6 and InDesign 15.1.1 and am having no issues selecting multiple frames using the Shift key (the Command key works to select non-consecutive files in a dialog box, but does not select multiple frames on a spread).
If your Shift key isn't working in InDesign, try rebooting your computer and try again. Is it working now? Sometimes other applications will interfere with the modifier keys in InDesign. Frequently it is an anti-malware or antivirus applications.
Great! Glad you are back on track.