
It is actually worse than you think.  I have the same problem, and have
given up.  Emacs has an internal table (somewhere!) which defines what
keys it will accept, and this table is system-dependent.  I use a Sun
from my HP, and cannot get 'shift PageUp' to work - xmodmap is not
sufficient, or at least I haven't worked out how to make it work.
However, I CAN get ordinary 'PageUp' and 'shift CursorRight' to work,
and I do some customised things with them.

Note that the Emacs on my HP has no problem, and I am using exactly
the same xmodmap and Emacs configuration.
