Hello Misha. Thanks for your comments
Weird. When I go to Visual Studio->Tools->Options->Environment->Keyboard and press CTRL+SHIFT+D, VS doesn't recognize the shortcut and show me nothing. If I press CTRL+D, it finds a shortcut, if I press CTRL + SHIFT + another letter (F, for example), it finds the shortcut. Only not with CTRL + SHIFT + D
Which says it should be correctly configured.
The fact that it looks like VS doesn't receive the shortcut looks promising.
Used Spy++ to capture keyboard events, and I see that this WM_SHORTCUT event has been sent to Catlight, an application to check the status of builds, which I believe is built on electron. And it looks like it has the chrome dev tools open.
Then I close the Catlight window and the shortcut works perfectly.
So mystery solved
Thanks a huge lot :)