These are the steps I currently take to exclude a track from shuffling (no keyboard shortcuts):
right click track -> select "edit" -> select "settings" tab -> check "exclude from playback" -> select dropdown -> select "only when shuffling" -> select "save"
And the steps if "ban from shuffling" was added to the rating submenu:
right click track -> select "Rating Track" -> select "Ban from shuffling"
While I'm at it, perhaps "ban from shuffling" could get its own icon, like ban and love have.