I used to use Shift+scroll to scroll horizontally in the past. However, when I tried this on my MacBook running macOS Catalina, it didn't seem to work. I tried this with multiple external mouses—the result is only a horizontal scroll, irrespective of whether the shift key is held down. I tried this in Safari as well as some other apps.
I did some quick research, and it seems as shift-scrolling should scroll horizontally, as seen here, here, and here.
Could this possibly have been a removed feature in Catalina? If so, what are my options for getting it back?