Matti-Oskari Leppänen <mongrel@mindless.com> suggested the following:

I think that you should mention somewhere in documents howto make
shift-arrow etc. work under linux-console ... because it's quite simple

just make file that has following lines save it as some.map and 
loadkeys some.map then you have same keysyms as used in wmark.sl
________________________________________________
# S+Up
shift keycode 103 = F100
string F100 = "\033[a"

#S+Left
shift keycode 106 = F101
string F101 = "\033[c"

#S+Right
shift keycode 105 = F102
string F102 = "\033[d"

# S+Down
shift keycode 108 = F103
string F103 = "\033[b"

#C+Ins
control keycode 110 = F104
string F104="\033[2^"

#S+Ins
shift keycode 110 = F105
string F105="\033[2$"

#S+PgUp
shift keycode 104 = F106
string F106 = "\033[5$"

#S+PgDn
shift keycode 109 = F107
string F107 = "\033[6$"

#S+Home
shift keycode 102 = F108
string F108 = "\033[1$"

#S+End
shift keycode 107 = F109
string F109 = "\033[4$"

#S+Del
shift keycode 111 = F110
string F110 = "\033[3$"

#C+Del
control keycode 111 = F111
string F111 = "\033[3^"