Cannot create some specific keyboard shortcuts (Shift + F4)

Solution 1:

It will let you use Shift/F4*, assuming you have a service you can apply it to that will launch Terminal, but it won't let you use ctrl/shift without some further character.

*Also assuming you have Fkey set to be Fkeys & not 'convenience shortcuts' - set in System Prefs > Keyboard > Keyboard, otherwise you'll have to add Fn.