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#43 Shift-click to add chain of orders
Modern RTSes are all able to chain orders.
Simplest example is shift-right-clicking a path or an attack orders for a unit or a group of units.
More complex example: in Starcraft 2 you can chain a hotkey orders (like building units in a building) too if you hold a Shift key.
Yes, this would make scouting smoother since you can set up waypoints for the units to go around and then circle back to where they started.