You would probably need program it into the Arduino keyboard.
The shift key changes the function of all the keys, besides the D-Pad to a different key.
Not necessarily the same as a shift, but more a function key.
If you remap the d-pad to have a secondary binding while holding shift, it would be possible.
Although that would also mean having to lose functionality of one of the other bound keys.
As it is now, the brightness adjust is just recognising two keys being pushed simultaneously.
Also, I would personally have a lot more trouble pushing Shift and the d-pad being both on the same side. So far, I haven’t had any games with any input conflicts. Has there been any for you, or any reasons for not liking it as Select + D-Pad?