Ok, do the following:

hold-tab
hold-shift
press 2 (while holding tab and shift)
release tab
release shift
tada! you don't have to hold the tab anymore

Altough it's handy, I'm not quite sure if this is really intended to happen.

Yeah, this has been around for a while also. As far as I can remember playing the game, actually. Possibly a feature. Works for all keys, btw.

Does NOT work for me....

Try this. Hold down any key you have an action bound to. Boost usually works best. Then press shift while you're holding that key down. Let go of that action key. Then let go of shift. It should now stick.

Old bug a1 said he didn't think he could fix it.

actually can be considered a feature as it is usful in some situations.