Today, I tried to set ‘Resource Facility’ under Build & Research to Shift + R. This is the error I got.
Funny enough, I found a fix for this issue while trying to gather data to show in the forum to show that this was actually a problem. Whenever a key is ‘Unassigned’ via using the Clear Key button, you get that strange error whenever you try to set a Modifier onto that hotkey such as Shift+key, Ctrl+key, etc. A quick fix for this issue is to set the “Unassigned” key to any single-key hotkey, then set the modifier key as you wish.
I decided to post this as a bug report of sorts in case anyone is interested.