trying to rotate the part with "<" or ">" or the grid with "," and "." doesn't work.
Writing an angle into the box at the bottom works with rotating the part.
What version of ShetCam are you using? The development version currently has a problem with the arrow keay when nesting but I don't know of an issue with rotation. In nesting mode right-clcik and select 'grid options'. Are the Angle + and Angle - keys correct?