this is a weak point in emacs. For detail, see:
• The Confusion of Emacs's Keystroke Representation
several people have given you answer on how to represent shift-return.
i wanted to add that, key combo like Shift Return is better avoided, because there's another complexity in emacs with the Enter/Return key, somewhat tied to Ctrl+m in complex ways. The upshot is that when trying to define keys with return, you migth run into all sort of problems or puzzles.