Unfortunately the keyboard selection functions cannot be set by Geany. Those functions are part of the editing widget that Geany gets from the Scintilla project, they are not our bindings to set.
Strange that other shift+alt codes work but not those, are your arrow keys separate keys or are you using the arrows in the numeric keypad? If the latter you may need to select/unselect num-lock to make them work.
What keyboard layout are you using? What locale are you using?