I was fooling around in Feedback and found a bug report about Shift-Return.
This reminded me (vaguely) that this is a sofisticated Auto-Complete feature (in that Case it was about the Select block).
A long search leads me into:
User Guide Fundamentals
2 Overview
2.6 Code Editor
Useful Keyboard Shortcuts
Half a page with six keyboard shortcuts and some of them do not works.
The checked pdf is the one for Xojo 2015r2.2 (the last one) while the checked IDE is 2015r1.
This leads me into three questions:
a. Did you know about this feature ?
b. Is this feature working for you (today, version #) ?
c. Are you using this feature previously (today) ?