You could use Ctrl-Return if you would like to use a line break (to write in a new line without starting a new paragraph). For example, if you want to start a new line within the same number in a numbered list, you can use this.
The introduction to the line break function can be found on this page.
And the keyboard shortcut for inserting a line break according to Apple is still Shift-Return which does not work for me. It seems that Apple made this change some time ago but I cannot find any guide from Apple saying that Ctrl-Return is now used for inserting line break.