In one of my projects, there is one MIDI track for which shift-selecting a range of contiguous clips does not work. In this track, holding down shift is the same as holding down CTRL, i.e. it will select multiple clips, but only one at a time. In all of the other MIDI tracks, shift-selecting works as advertised, i.e. it will select all the clips between the two you shift-click. 

Any ideas what's happening on this track for shift-select not to be working? 

Do you have ay linked clips or step sequencer clips inter-mingled in the track?  I can't say that this is a known behavior, but I have seen interesting selection "anomolies" with different types of midi clips.
 
Brian

Linked clips don't cause that behavior (not sure about step sequencer clips). You could record some new clips on that track and see if they show the same behavior, or could just create a new MIDI track and move or copy existing clips there for further analysis. I always use right-click dragging to select contiguous clips, though.