Both map and normal.
Both short and long. Tried clicking direct on bases, biters and the ground.
They definitely have a path to get to the location as they have gone on to hunt down some of the bases I have tried targeting.
V0.3.8 - i think had it installed since 0.3.6
and currently Factorio 16.39 but has been an issue for a few factorio versions now.
With new worlds, Existing worlds, with other mods, with no other mods.
To me it seems specifically the key binding is failing as everything else about the mod seems to function without issue, they will hunt and path find for bases, patrol just fine etc.
I have just removed all other keybindings with Shift-Left mouse and i could then only drag select with the tool, it ignored shift-press all together and acted like i wasn't pressing shift. When the rest of my keybindings are back to normal pressing shift does stop it from drag selecting but any selected unit does not stop its current operation nor do i get any sort of message like every other action seems to do.
sorry I know its hard to work out whats wrong based on vagaries especially when your not there to be able to look at the problem.
I have tried finding where you have set they keybind within the mod files but I can seem to find it.