Convert to H1 ~ H3 with ctrl+shift+1~3 works well but converting to normal text with ctrl+shift+0 does not work.
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The only thing I can think of why this is not working in Notion and assuming you are on Windows, it is you keyboard key for the cero.
Try the other 0, you have top numbers and keypad numbers at the right, try with the one you are not using to see if that one works.
Also confirm if this happens using Notion in a Browser or in the Notion App, because it may be the Browser config as well if you are using it there.
As @polle said it has to do with windows' shortcuts. It uses ctrl+shift to alternate keyboard layout so you have to disable that shortcut to allow Notion to use it. Windows settings change all the time so the menus might be in a different place, but for me, I found it searching Typing Settings, then under More keyboard Settings click on Advanced keyboard settings, then input language hot keys, select Between input languages and click change key sequence and change from ctrl+shift to Not assigned and click ok. Now Notion's shortcut should work and you can still change keyboard layout or input language using the Windows+Space bar shortcut.