Motion keys cannot be written to particular frames
Instead, the key is written to the next frame on the left. Depending on which bones are getting transformed, the outcome is unpredictable. Slippery feet, jerky motions.. etc. There is nothing helps to fix the faulty frame, except to move the entire clip by a few frames to the left or right. It might be OK for a simple project. But as complexity of the project grows (linking objects, reach effectors, paths, etc), it might not be possible to move a clip even by one frame, without breaking a sync chain with other tracks.
Also selecting frames with Shift grabs extra key-frame from the right. This happens specifically if the last selected frame is close to the end of the clip or is next to faulty frame as described above.
To replicate, open a sample project (find it within forum thread linked below), go to frame 1557, zoom timeline all the way in and try to transform any bone for the default female.