Hi, @gruber. During my testing of Prompt with List, I found that there were only five modifier combinations that can be used with <return>–⏎:
1 Modifier Key
-
⌃⏎ YES
-
⌥⏎ YES
-
⇧⏎ YES
-
⌘⏎ PWL stalls and beeps
2 Modifier Keys
-
⌃⌥⏎ PWL stalls and removes Select Entry
-
⌃⇧⏎ YES
-
⌃⌘⏎ PWL stalls
-
⌥⇧⏎ YES
-
⌥⌘⏎ PWL fails with no selection
-
⇧⌘⏎ PWL stalls and beeps
3 Modifier Keys
-
⌃⌥⇧⏎ PWL stalls and removes Select Entry
-
⌃⌥⌘⏎ PWL stalls
-
⌃⇧⌘⏎ PWL stalls
-
⌥⇧⌘⏎ PWL stalls
4 Modifier Keys
On a related note, although it's not perfect, I found it helpful to provide a legend as the first line, e.g., with Markdown Link Tool:
The legend line in the Prompt with List can be effectively deactivated by using a double-underscore prefix in combination with an Until action:

DOWNLOAD Macro Actions:
Until.kmactions (1.6 KB)
WARNING: After downloading this macro, if you are editing a macro and import these actions, they will be inserted into the macro you are editing.
UPDATE: 2022-10-01
Keyboard Maestro v10.2 incudes a new related token: %PromptWithListModifiers%
This token makes it much simpler to provide alternate behavior when a modifier is down when a selection is made.
Also, with Keyboard Maestro v10.2, Prompt With List selections can be made with the Return in combination with more modifiers:
1 Modifier Key
-
⌃⏎ YES
-
⌥⏎ YES
-
⇧⏎ YES
-
⌘⏎ YES
2 Modifier Keys
-
⌃⌥⏎ *PWL stalls and removes the Select Entry
-
⌃⇧⏎ YES
-
⌃⌘⏎ YES
-
⌥⇧⏎ YES
-
⌥⌘⏎ YES
-
⇧⌘⏎ YES
3 Modifier Keys
-
⌃⌥⇧⏎ *PWL stalls and removes Select Entry
-
⌃⌥⌘⏎ *PWL stalls and removes Select Entry
-
⌃⇧⌘⏎ YES
-
⌥⇧⌘⏎ YES
4 Modifier Keys
-
⌃⌥⇧⌘ *PWL stalls and removes Select Entry
Although the four combinations noted above do not seem to work in combination with Return, if the PWL selection is made by double-clicking the entry, the selection is made and the %PromptWithListModifiers% token properly indicates the state of the modifiers.
@peternlewis, thank you for making this awesome improvement! As one that prefers to use the keyboard and avoid the mouse when possible (to prevent ergonomic strain), %PromptWithListModifiers% is invaluable.