I tried:
<KeyBinding Key="S" Modifiers="Control, Shift"/>
And
<KeyBinding Key="S" Modifiers="Control|Shift"/>
But it doesn't work.
You can use:
<KeyBinding Modifiers="Ctrl+Shift" Key="S" Command="{Whatever}" />
A gesture should also work:
<KeyBinding Gesture="Ctrl+Shift+S" Command="{Whatever}" />
See here for more details.