The issue targets a Grid with cell selection and DragToSelect feature disabled where at least one column has Visible="false". With this configuration, when using Shift + Click to select multiple cells, the result is a mismatch in the cells that should be selected, after the position where the invisible column is placed.
Video reproduction attached. Reproduction code: https://blazorrepl.telerik.com/GyFuQwPf37H8riAM19.
I have also logged a ticket on this issue.
It essentially make the grid not fit for purpose when using cell selection. This should be treated as a priority.