The typical convention used on this site is that all characters have their own
<kbd></kdb> box and that multi-character entries are only used for Enter, Space, Tab, etc.
If there is a "+" between two keys that means that the characters have to be typed at the same time. If there is a comma (or nothing) you type the characters one after another. I have not seen any particular convention for press and hold X then press Y.
Typing (i.e. press and release) A normally results in lowercase 'a'. To get 'A' this would be represented as Shift+A. It is never a as the actual character on the keyboard is uppercase.
The sequence Ctrl+Shift+U then A, E, Space means:
- press Ctrl+Shift+U at the same time and release
- type A (type means: press and release)
- type E
- type Space