Is there a way to press Shift and drag an object in Katalon?

I haven’t tried but perhaps you can try to use Robot and “drag and drop” keyword together.

So, start Robot and send a keypress of “SHIFT”, do your drag and drop, then use Robot again to do a keyrelease of “SHIFT”.

import java.awt.Robot
import java.awt.event.KeyEvent

Robot robot = new Robot();
robot.keyPress(KeyEvent.VK_SHIFT);
//Drag n Drop me to target `<div>` and drop it to the other `<div>`
WebUI.dragAndDropToObject(findTestObject('Drag and Drop/div_draggable'), findTestObject('Drag and Drop/div_droppable'))
robot.keyRelease(KeyEvent.VK_SHIFT);