You would have to write a userscript to convert an Alt+Shift+Up/Down “thin” rectangular selection into multiple selections after-the-fact.
Komodo uses the Scintilla editing component. Userscripts can access Scintilla via var scimoz = require('ko/editor').scimoz(). With the returned Scintilla object you would be able to fetch the rectangular selection bounds and then create multiple selections via the Scintilla API (http://scintilla.org/ScintillaDoc.html#MultipleSelectionAndVirtualSpace) Note that Komodo’s Scintilla API methods are slightly different (e.g. SCI_ADDSELECTION -> scimoz.addSelection()). You can use Komodo’s “Console” tab (in the bottom pane) to interactively query the Scintilla API methods to find the correct ones to use.