There's no way to change this without modifying macro code. Although, making the change is pretty obvious. From the SlickEdit command line, type "fp cua_select". This will display the source for this command. The shift+selection keys are all bound to this command. There's some switch statements in there. Copy this macro to a local writable directory, change the name to "mycua.e", and delete everything but what's needed to compile the "cua_select" function. I repeat, don't keep source for functions that you don't intend to replace since this will cause more upgrade issues.
Search for "s-c-right". there should be a couple of hits.
Just replace:
_macro_call('next_word');
next_word();
with:
_macro_call('end_line');
end_line();
After you modify "mycua.e", type "load" from the SlickEdit command line to load the new version. Your cua_selection function will replace the existing version.
Now for the bad new. Making changes in system macros, can be dangerous. So don't expect upgrading to always work. The code for cua_select has changed a bit in v19 due to the new multiple cursors/selections support. You will have to redo all your changes against the new cua_selection function source.
On a positive note, I don't expect any changes to the cua_selection function in v20 unless a bug is found or there's some sort of performance issue.