just sounds like u haven’t used the modifier for both setting and deleting the hotcues - so while it only deletes when u press the modifier it still also jumps back to that hot cue.
assuming u have something like M1 set when u press the shift key then make sure u have conditions for both values of it for setting/deleting, i.e:
shift press switches M1 from 0 to 1
set hotcue, if M1=0 (which is what i guess u are missing)