xshell can't send some combine key to vim [1]

Xshell is a very good software, I love it very much.
But I got a problem recently:
I add a short-key to my vimrc file, but I found xshell will not transmit the combine key to vim. like 'Ctrl+Left/Right/Up/Down', 'Shift+Left/Right/Up/Down' and 'M+Left/Right/Up/Down', I have checked tools->options->Keyboard and mouse->Key Mapping->Edit, those combined key all not found.
And I have tried other way, I use vnc client and terminal to open vim, it work correctly.
Can you tell me how to set to make it work, or explain the reason why xshell can't work like Putty?

Program Ver. : Xshell 6

Please refer to this FAQ article:Xshell Faq : How do I set and view key combinations

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