Hi Ana,

That's strange. Are you using Mac OS or Windows? So just to be clear, you first press and hold Ctrl and Shift (together) and then Left Mouse Click to select a sub object. Be advised that not all geometries have sub selections.

This seems more of a Rhino problem, you could ask this question also on the Rhino forum. They're very helpful and know more about the inner workings of Rhino than me. https://discourse.mcneel.com/

Good luck and let me know if you figured it out, I'm also curious to know what the issue was.

Best,

Arie