Maybe the problem is badly made keyboard? It's no joke, google N-key rollover. If tthat's the case, then sorry, but it's your keyboard's fault. Usually though manufacturers do make these so that arrows can be used independently from the alphanumeric block and most of alphanumeric block is independent from each other as well because wsad and most usual gamer combinations should work even on cheap keyboards, so that's definitely weird.
Try doing it on another keyboard and then on another computer (if possible).
Oh WOW!!! You are right about that! I just connected another keyboard and it worked properly. thanks for pointing that out.