Repro:
Select a playlist.
Right click edit, to see another copy of the playlist appear to the right.
Select a song from the playlist in the left window
Drag it to the right window (+ is shown, indicating it will copy the file. Copy works)
Press shift to move the file to the destination location in the playlist in the right window.
Result
The file will disappear from its source location in the left window and it will not be moved to the destination location in the playlist in the right window. The file is be deleted from the playlist.
Note: If you simply select a playlist and move the file within the playlist (without right clicking edit to have the second window open on the right), move works. But if you have a large playlist with a couple hundred songs, you would prefer right clicking edit to see two views of the playlist to do this type of operation. eg. it will show you say position 1-35 of the playlist on the left and then you can easily scroll to say position 300-335 on the right window. It is very cumbersome without two views of the playlist open if you want to move a song from say position 1, to position 315 in the playlist as you have to select the song, and then move down in the single window to slowly scrolls down to position 335.
You might want to address this bug when you fix bug
https://www.ventismedia.com/mantis/view.php?id=18994, which is another drag and drop playlist bug.