The bad news is the problem is global. I have tried three software e.g. Krita, CSP, Photoshop but none of those REDO with ctrl+shift+z.
I have checked the shortcut combinations settings of that three software is OK.
I have tried https://en.key-test.ru/ but ctrl+shift+z with (only) the order ctrl -> shift -> z does not work.
I have tested the three keys separately and they are good.
Ctrl+shift+z is the only key combination that does not work.
The good news is the problem have gone after I updated Windows to Build 22471. I don't know why. The problem happens when I was drawing and suddenly REDO(ctrl+shift+z) does not work. I am not sure how to reproduce the issue.
Thank you for helping me.