JSFiddle - React, Tailwind, and code Playground

HTML

<div class='report_info'>
<select name="DropDownList1" id="DropDownList1">
	<option value="1">1</option>
	<option value="2">2</option>
	<option value="3">3</option>
	<option value="4">4</option>
</select>
</div>
<div class='report_info'>
<select name="DropDownList2" id="DropDownList2">
	<option value="1">1</option>
	<option value="2">2</option>
	<option value="3">3</option>
	<option value="4">4</option>
</select>
</div>
<div class='report_info'>
<select name="DropDownList3" id="DropDownList3">
	<option value="1">1</option>
	<option value="2">2</option>
	<option value="3">3</option>
	<option value="4">4</option>
</select>
</div>
<div class='report_info'>
<select name="DropDownList4" id="DropDownList4">
	<option value="1">1</option>
	<option value="2">2</option>
	<option value="3">3</option>
	<option value="4">4</option>
</select>
</div>

JavaScript

var shifted = false;
var lastval=null;

$(document).keydown(function(e){
    if(e.which == 16){
        shifted = true;
    }
});

$(document).keyup(function(e){
    if(e.which == 16){
        if(!shifted && lastval!=null) {
        
            alert("you pressed shift inside the select");
            $('.report_info select').each(function () {
                $(this).val(lastval);
            });
        
        }
        shifted = false;
    }
});


// here is the difference
$('select').first().focus();

// and format your code better
$(document).on('change', '.report_info select', function (e) {
    var cr = $(this).val();
    if (shifted) {
        $('.report_info select').each(function () {
            $(this).val(cr);
        });
    } else {
        lastval=cr;
    }
});