Well, the behavior you describe is not a bug but the expected behavior.
As soon as the mouse has left the source node when creating an edge, any mouse released gesture over a node will finish the edge creation gesture with the node under the mouse being used as target node for the new edge. Thus it is not possible to create bends during edge creation while the mouse is over a node.
There are two possible workarounds, though:
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Before creating an edge, select the four labeled nodes, move them to some empty space, create your edge (including bends), use marquee selection to select said four nodes once more as well as all the bends in the new edge, and finally move the selected elements back over your background nodes.
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Do not use normal nodes as background nodes, but put the four labeled nodes into two separate group nodes (like in this example). When moving the mouse over a group node during edge creation, a mouse released gesture will only finish edge creation if the mouse is within 10 space units of the group node border.
Finally, I would like to clarify what pressing SHIFT during edge creation does. When creating an edge with "Orthogonal Edges" (i.e. third tool bar button from the right) enabled and there are two segements in the edge's path and you have not yet explicitly created a bend (i.e. you have not released the mouse since starting edge creation), then typing SHIFT will switch the order of the two segments in the edge path. E.g. if the first segment is horizontal and the second vertical, typing SHIFT will result in a vertical segment followed by a horizontal segment.