This appears to be a regression from bug 5918. I'm on Fedora 21, xfce4-terminal version 0.6.3 I press Shift + Control + Page-Up or Page-Down, but nothing happens. Expected behaviour: The current tab should move to the left or to the right.
Fixed by http://git.xfce.org/apps/xfce4-terminal/commit/?id=c6f3ace92889f0f20cceccbf3ea103357c030379