Hello!
You can find a brief explanation of how Key shift works here: Dopesheet - Spine User Guide: Key Shift
In the video though, you're not moving a single row, but you're moving keys from the upper row, which displays all keys from the rows below it:
Dopesheet - Spine User Guide: Keys
What this means is that in the point where you select Key shift, all the timelines that have a key on that frame will be affected, those that don't shouldn't get affected. This may result to be a bit confusing and checking if everything you wanted to move is getting moved can be cumbersome.
A more certain way to shift all the keys you want is to box select all of them, or to box select the first row, which will select all the keys below, then click and drag the selection to shift it. Dopesheet - Spine User Guide: Selection
This will also ensure that keys such as events, that are usually unaffected by the other tools, move together with everything else.
Re-watching the video there was actually a behavior where by moving the same keys you'd get different results, which is a bug! We've fixed it in 3.8.33-beta :fiesta: thank you for providing the video!