Hello.
The default key depends on the BIOS type, in case of UEFI, it would be ESC key as opposed to shift and should bring you to the GRUB console.
However, for bootloader menu, as an alternative you can modify the GRUB file to have it appear at every boot:
1. Start the virtual machine.
1.1. Take a snapshot, just in case. In the top bar, Actions -> Take Snapshot.
2. Open Terminal in Ubuntu and execute the following:
sudo nano /etc/default/grub
(requires an administrator password to execute)
3. Locate the following strings:
GRUB_TIMEOUT_STYLE=hidden
GRUB_TIMEOUT=0
4. Change them to the following:
#GRUB_TIMEOUT_STYLE=hidden
GRUB_TIMEOUT=10
Note: First line is just commented out, and timeout value is the amount of seconds the system will spend in the boot menu before automatically booting into a default configuration, unless of course a button is pressed while in the menu.
5. Press Ctrl+X to exit -> input Y to save changes -> press "Enter" to confirm the file to save.
6. Execute the last command:
sudo update-grub
Starting with the next reboot, the system will always display GRUB bootloader prior to booting Ubuntu for an amount of seconds specified in the TIMEOUT string.
To remove the boot menu at system start, you can perform the same procedure, but uncomment the string and set timeout to 0, e.g. return it to the way it was.