Don't know if anyone still cares, but I spent a decent amount of time scratching this itch, so I wanted to put it somewhere so other people could find it
I run emacs like this
export TERM=xterm-256color; emacs -nw
as the OP said, shift up does not work, but all the other shift arrow keys work
I was trying to figure out what was different between xterm-vt220 and the rest.. I ended up rebuilding xterm-256color and that fixed the problem.
sudo cp /lib/terminfo/x/xterm-256color /lib/terminfo/x/xterm-256color.backup
infocmp xterm-256color > xterm.tmp
sudo cp ~/.terminfo/x/xterm-256color /lib/terminfo/x/xterm-256color
and that does the trick
I just tried it for regular xterm, and it fixes the problem as well
no idea why rebuilding helps, but the rebuilt files are a different size......