If you have a Bluetooth keyboard connected to your Mac, holding down keys at startup my not work if you evoke them prior to hearing the boot chime. If you hold down a key (like Shift to enter safe boot mode) prior to the Mac rebooting/booting, it may be ignored. The correct procedure for using startup keys with a Bluetooth keyboard is to wait until the Mac plays it’s boot chime before holding the key(s) down. For Macs that have the sound muted, first boot the Mac fully, then upon reboot wait for the screen to go black.