Hi Phil,
You did set the right registry value, but Shift Lock only works on the Windows 11 touch keyboard for specific layouts. It is not available on the Traditional layout, so even with EnableShiftLock set to 1 the Shift key will not latch there. Switch the touch keyboard to a supported layout and turn the feature on in Settings.
Open Settings > Time and language > Typing > Touch keyboard. Change the layout from Traditional to Default or Small. In the same Touch keyboard page, turn on Enable Shift key to act as Caps Lock. Close and reopen the touch keyboard, then double tap Shift. You should see a small lock on the Shift key and letters will stay uppercase until you tap Shift again.
If it still does not latch after changing the layout and enabling the toggle, restart the touch keyboard by restarting Windows Explorer from Task Manager, then try the double tap again.
To avoid confusion: Use the touch keyboard from the taskbar icon, not the On-Screen Keyboard app. The registry setting and Shift Lock behavior apply to the touch keyboard.
Please, let me know how it goes!