works for me to shift-click any (of the 4 possible) two diagonally opposed corners of a rectangular section of frames.
For reference, I'm on a MAC, running Animate 2017.
It's been doing this very consistently for some time.
Just figured it was something I'd have to live with...
i tested on windows 10 and on a sierra. all 4 shift-clicks work using cc 2017
And, now, on another FLA, it works fine here.
Though, to be honest, I've encountered this enough times over the past few months to bring it up.
I'll have to do better in logging this when it comes up.
But, I suspect it has something to do with opening files which were authored in previous versions...