In version V1, holding SHIFT one point of the square mask correctly aligned the point with the other point. It doesn't work for me in the V4 version. The lines of the mask are jagged and difficult to align in a straight line.
This behavior was changed in Millumin V2, back in 2015. Since then, there is no snapping for masks, as it wasn't very useful in most situation.
But we'll see if can improve this.
For info, there is now snapping in masks (maintain SHIFT).