Would it help to have OSM(LeftShift) on my keymap somewhere and to reference it by coordinates?
Edit: have done so anyway to ensure that it works, which it does.
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To clarify - I have ensured that OSM(LeftShift) works. I don’t know how to reference it in a macro by co-ordinates and trigger a keypress, not quite at that level of experience.
I’ll try to find some time today to figure out what’s required to make it work.
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I remain interested in giving this a try. It feels like a lot of work to avoid a few extra keypresses on each sentence, but I expect there will be other cases where this functionality would be useful.
I can imagine a future where my keyboard’s sentence-ending macro becomes impossible to live without.
As a workaround, here’s a (PC) software solution to this: https://autohotkey.com/boards/viewtopic.php?t=28199
And as a better, though clunkier but less software-reliant workaround, simply make 26 leader key sequences for each punctuation mark you wish to use 
FullStopLeader + Key_A has output of full stop, spacebar, capital A eliminating the need for a one shot shift.
Is there a way to make this work without 26 entries for each punctuation point? As in, a generalisation to PunctuationLeader + [AnyAlphaKey] => Punctuation, spacebar, CapitalAlpha?
You can use a generic handler, but you will need 26 entries in the Leader dictionary.