To reproduce:
- Add shape to the diagram.
- Select the shape. 
- Press and hold Ctrl, then press one of the arrow keys.
- The shape is not moved.

Workaround:
private void RadDiagram1_KeyDown(object sender, KeyEventArgs e)
{
   // Ctrl should be pressed as well.
    if (e.KeyCode == Keys.Left)
    {
        var shape = radDiagram1.SelectedItem as RadDiagramShape;
        if (shape != null)
        {
            shape.Position = new Telerik.Windows.Diagrams.Core.Point(shape.Position.X - 10, shape.Position.Y);
        }
    }
}