I just encountered the same or related issue: Since today (no new plugins, no configuration changes), “shift-enter” does not work in gutenberg anymore.
I often use it in bullet lists, when I want something (like a link) on a new line, without creating a new bullet. I have a page where I used it frequently (always in gutenberg, just with shift-enter): https://blog.schucan.com/startpunkt/
Today, this stopped working altogether. shift-enter is just like enter, i.e. no “br”, but a new paragraph, hence a new bullet in my usecase.
How to fix this?