You should be holding the shift key throughout the whole process. Letting go and then Shift queueing another command will overwrite the existing ones. My assumption is that some of the stalkers have already blinked by the time you try to execute the command to shift move to make space.
The entire process should be:
- Right click under the cliff.
- Shift + R + RightLeft click destination of blink.
- Still holding shift, right click where to move the stalkers.
- Release shift.