Konsole has the ability to have different key bindings in application/editor mode. But the shift edit bindings are not there by default.

Copy /usr/share/apps/konsole/README.default.Keytab to /usr/share/apps/konsole/xshift.keytab, and add these lines.

key Up    +Shift+AnyMod+Ansi+AppScreen           : "\E[1;*A"
key Down  +Shift+AnyMod+Ansi+AppScreen           : "\E[1;*B"
key Right +Shift+AnyMod+Ansi+AppScreen           : "\E[1;*C"
key Left  +Shift+AnyMod+Ansi+AppScreen           : "\E[1;*D"

key Prior +Shift+AnyMod+AppScreen                : "\E[5;*~"
key Next  +Shift+AnyMod+AppScreen                : "\E[6;*~"

Also, by default, Shift Insert, Shift Left, and Shift Right are bound to menu items. This binding is not overriden by the Keytab in the current konsole version, so needs to be removed. To remove these conficting menu bindings:

Settings->Shortcuts, Set Goto Next, Goto Previous, and Paste to "None".