MacBook Air 2015 Shift Key going to Mission Control

There may be a corrupt preference file.

"Right Shift" is one of the options, and by your screenshot it is not selected.

I'd try changing the shortcuts to something else, and then back and see if that helps.

By the way, what is your mac and OS version? My Mission Control preference pane looks a little different from yours.

You may also try this:

Command-Shift-G in the Finder and paste

~/Library/Preferences

Drag the following files out of the folder:

com.apple.symbolichotkeys.plist

com.apple.systempreferences.plist

and restart.

Then set things the way you want and see if they stick.

Check the Mission Control System Preferences to make sure it isn’t set in one of the hot keys.