How can I detect that the Shift key has been pressed?

From the Cocoa event handling guide:

The flagsChanged: method can be useful for detecting the pressing of modifier keys without any other key being pressed simultaneously. For example, if the user presses the Option key by itself, your responder object can detect this in its implementation of flagsChanged:.

More details can be found here.

The documentation for NSResponder also states the following:

flagsChanged:

Informs the receiver that the user has pressed or released a modifier key (Shift, Control, and so on).

-- (void)flagsChanged:(NSEvent *)theEvent

Here is the code deals with key event with swift 3.0.1 tested on Xcode 8.2.1 and macOS 10.12.2

override func keyDown(with event: NSEvent) {
    var handled = false
    if event.keyCode == 53 { // ESC, same as `CMD + .`
        handled = true
        print("ESC")
    }
    if event.modifierFlags.contains(.command) { // .shift, .option, .control ...
        if let chars = event.charactersIgnoringModifiers {
            handled = true // likely we are interested with that key
            switch chars {
            case "r":
                print("CMD + r")
            case ",":
                print("CMD + ,")
            case "/":
                print("CMD + /")
            default:
                handled = false
            }
        }
    }
    if !handled {
        super.keyDown(with: event) // let system handle it(may contains sound)
    }
}

Here is an example, modified slightly from Matt Gemmell's ModKeyTest sample app. Create a basic Cocoa app with one button and hook up the button to an IBAction like this. Then try out your desired combination of keys. The docs are a bit fuzzy, but Matt's example is very clear and presents all you need to leverage this further from the docs.

- (IBAction)myAction:(id)sender {
NSUInteger flags = [[NSApp currentEvent] modifierFlags];
if ((flags & NSCommandKeyMask) && (flags & NSAlternateKeyMask) && (flags & NSControlKeyMask)) {
    NSBeginInformationalAlertSheet(@"Modifier keys Command Option Control detected", nil, nil, nil, [NSApp mainWindow], self, nil, nil, nil,
                                   @"You sneaky thing!");
}

if ((flags & NSCommandKeyMask) && (flags & NSShiftKeyMask)) {
    NSBeginInformationalAlertSheet(@"Modifier keys Command Shift detected", nil, nil, nil, [NSApp mainWindow], self, nil, nil, nil,
                                   @"You sneaky thing!");
}

if ((flags & NSAlphaShiftKeyMask)) {
    NSBeginInformationalAlertSheet(@"Modifier keys Caps Lock detected", nil, nil, nil, [NSApp mainWindow], self, nil, nil, nil,
                                   @"You sneaky thing!");
}
if ((flags & NSFunctionKeyMask)) {
    NSBeginInformationalAlertSheet(@"Modifier keys fn detected", nil, nil, nil, [NSApp mainWindow], self, nil, nil, nil,
                                   @"You sneaky thing!");
}