1. Keys that "self insert" can't be reassigned. The letter "a" can't be changed to mean "perform command Insert Picture." Enter and Shift-Enter insert their respective characters, so can't be reassigned. Can you imagine the chaos of typing "A" and inserting the letter "g"? The phone would never stop ringing at the support center.
2. You could assign F12 (for example) - currently FileSaveAs - to be a macro containing the statement:
Selection.TypeText Text:=Chr(11).
That would insert your new line in one simple key (alternative to shift-enter).
Fwiw, when I want Shift-Enter, my right hand pinky hits the Shift key and my ring finger the Enter key, so I think of it as one key, anyway... But, you can send it up to hit F12 (which I have never used, due to ancient habit, I access it as "Alt-F, a"). To each their own
3. I'd bet money that with a better understanding of the situation, our recommendation would be to not switch. A Paragraph is _the_ unit of work in Word. You indent based on paragraphs, you format based on paragraphs, set margins based on paragraphs, etc. All paragraphs. Characters (including line end, aka Shift-Enter), are really second class citizens by comparison.
For example, let's say you are typing a stream of text. You separate into paragraphs, typically, for ease in reading and comprehension. If you use Shift-Enter, you have to hit it twice to separate paragraphs. If you use paragraphs and a good format/style, everything happens automatically. Want to see some odd behavior? Use Shift-Enter to separate paragraphs. Now, select what you consider a paragraph and click Justify. Ugh. Similar issues if you use bullets, and various other smart formats.
4. The typical reason for using a shift-enter is to keep two lines together, and handle them as a unit, rather than to let normal paragraph handling add space, etc. Are you perhaps having issue with spacing between paragraphs (lines)? You do know that you can control spacing between, well, everything? You can control spacing between letters in a word (kerning, see Home > Font > Font dialog > Advanced tab), as well as spacing between lines and paragraphs (Home > Paragraph > Paragraph dialog > Spacing section). Combine that with good use of Styles (worth the time to learn), and a few well chosen keyboard shortcuts, and you could be finishing in a fraction of the time...
Like I said, I don't know your situation, but, dollars to donuts, you're missing something. I know that your comment about "other languages" does not apply to French, Spanish, Italian, German, or English. If none of this meets your needs, perhaps an example would help us understand the situation and give a better answer.