There are two bugs with the hold shift to create straight conveyor feature.
If you complete a conveyor belt section while holding shift, there is a 100% chance this bug will trigger and it will it will falsely keep the shift toggle enabled. Observe the on-screen keyboard to see when I am, and when I stop pressing the shift key. This has been around since AT LEAST update 2, perhaps since the feature was first implemented.
The second is in the second half of the video, observe how once this shift-bug happens, the "connection" you make when first placing a belt can get overruled in certain situations. I believe this got introduced in Update 4. The expected behavior here is that the belt placement should be invalid if it breaks the connection you manually created at the start of the belt.
