I use CTRL+Click to select multiple segments, but it's very inconvenient when I have to select 50+ individual clip segments just to shift them to the right by a few seconds to insert a new clip. Adobe Premiere has an option which selects all segments on all tracks, but only starting at the clicked position and to the right (so it makes it very easy to select all the contents if you just need to shift them forward a few seconds).
Right now I'm using CTRL+Click to select, copy, and paste the contents of each sequence into yet another one; however, when I group clips the grouping does not appear to be preserved across a Copy/Paste, and either way (whether grouped or not) when I paste multiple clips, they never remain together - they always spread themselves out for some reason. A couple of times it actually reordered the clips, which seems to be as a result of the order in which I clicked to select them while holding CTRL.
Anyway, I hope NCH investigates as to why Sequences render/export poorly when inserted as a clip into another sequence - because I really liked that editing approach and would find it very convenient to continue editing that way on future projects.