Shift adds 12 to the FKey
Shift-F1 is F13
Shift-F2 is F14etc.
Yes, the shift key worked fine with alphabet keys, my problem was with the Fx keys. I tried searching for a solution at the time, but I didn't find it. So I hoped that someone else had succeeded in getting it to work as I am considering to change to a Mac next time :-)
If I, as you suggest, have to press and release another key before using the Shift + Fx key in order to use F13 - F24 I will not go for a Mac next time.
I have done it in the past with Parallels as the Windows VM. If I recall correctly it was just a question of using the Parallels keyboard mapping functionality. It isn't an ACS issue.
I long ago gave up using any Windows functionality and have been fully Mac for several years now so I'm afraid I can't help any more than tell you it worked.