Reading the Tk Wiki page, it appears that Shift undoes ShiftLock except on Mac, where it does nothing. So there is effectively only ^a and ^A, etc.

Looking as the Get New Keys dialog, the Basic Key Binding Entry pane says "New keys .." plural, but as far as I can tell, only one new key can be entered. Moreover, Control-Key-a and Control-Shift-Key-A are possible, but not Control-Key-A. The latter is only possible with hand entry in the Advanced Key Binding Entry pane. This might be why some functions have a single key binding and some both. Perhaps the dialog should auto-augment Control-Key-x with Control-Key-X, where x is a lowercase letter.