It seems that (Ctrl+Alt+Shift+Left/Right) hotkey is used by Ubuntu, so IDEA can't pick it up.
After googling I found out that these hotkeys are assigned to move-to-workspace-right and move-to-workspace-left Ubuntu actions. But when I disabled those (set [], or ['disabled']) in Ubuntu, IDEA still can't pick this hotkey up.
Could anyone help to find out what other actions can be bind to those hotkeys or how can I get a list of all used keybinding in the Ubuntu. (I can't find them in the default Ubuntu settings and gnome tweaks)
Move-to-workspace-right and move-to-workspace-left is shown only in dconf tool.
I finally found the problem.
Along with disabling both move-to-workspace-right and switch-to-workspace-right; move-to-workspace-left and switch-to-workspace-left hotkeys, need to be sure that Gnome tweak tool > Switching to another layout does not use any of Ctrl Alt Shift.
For example, when switching to another layout hotkey is Alt+Shift, it means that all other hotkeys Alt+Shift+Any key will be unavailable.