You aren't doing anything wrong.

Right now, only one button can be "pressed" at a time within Remote Buddy - even if the respective remote supports more. Why? Remote Buddy is primarily designed for controlling applications, where the execution of more than one keystroke action at once can lead to undesired effects.

Example: two keystroke actions (one Cmd + Q, one Shift + Q) are executed at the same time, which would result in an unwanted, third keystroke combination: Cmd + Shift + Q. In this case, rather than quitting the controlled app (Cmd + Q) or entering an uppercase Q (Shift + Q), you'll be logged out of your current user session and return to OS X login screen.

Best regards, 
Felix Schwarz