I could have given more detail in my original reply.
Orthoganally can certainly mean at "right angles" (of or involving right angles).
So obviously you could have objects at right angles of one another yet not aligned with LO vert./horiz. grid.
So locking shift while trying to copy/move off of non vert/horiz.....but at right angles(not aligned to grid) proves difficult.
Now I think I have accomplished an over explanation that may prove to confuse.