Exactly which version of InDesign are you using? (CC? CC 2014? CC 2015? Updated to the latest version 2015.3? What operating system?
What tool are you using to scale? Black arrow (Selection) tool? Free Transform tool? Are you not able to use modifiers like Cmd + Shift or Ctrl + Shift?
I am on CC2015 updated to the latest version. OS 10.11.3
I’m using black arrow and pressing cmd + shift and cmd + opt + shift. It’s not working on images, or text. It will reduce the content of a picture box, but not scale it proportionally.
That means that some third party utility (or something system keyboard settings) are interfering with your keyboard shortcut.
Start by looking in System Folder > Keyboard > Shortcuts and make sure nothing is using those shortcuts.
More likely, something like a Chrome browser plug-in or other utility is stealing your shortcut.
To test, restart your computer and launch InDesign first before anything else and test it out.