Ctrl+Alt+A opens the select bars dialog. This just allows you to quickly
select a passage but you need to know the start and end bars of the passage
you want. You also can't have the selection ending or starting in the middle
of a bar.

Ctrl+Shift+A is the rather mystically named "select more" feature.

If a single note within a chord is selected then pressing it selects the
entire chord. If an entire chord is selected, or a note which is not part of
a chord, then pressing it selects the entire bar. This means that if you
have selected one note within a chord, you must press the keystroke twice,
once to select the entire chord and twice to select the entire bar.

As for the different types of selections, they are reported, only not
automatically. The following summary (very brief) should help.

Single selection:
This only contains one item. This will always be the case after navigating
the score.
Pressing F5 describes the most important properties of the item.
Pressing F6 reports its rhythmic position and duration (if appropriate).

Multiple selection:
This contains more than one item. It is easy to confuse this with a passage
selection (which can also contain more than one item). A multiple selection
can contain any combination of items from anywhere in the score, whereas a
passage selection is a continuous "block" of music. A multiple selection
will normally occur after using a filter. For example, filtering a passage
to contain only voice 1 notes will result in a multiple selection.
Pressing F5 will speak the words "multiple selection" followed by a
statistical count of the different types of item in the selection.

Passage selection:
This is made by defining a start and end point for the selection. Sighted
users do this by just dragging the mouse around. The options for VI users is
to hold down shift and then use the arrow keys (although this is rather
slow), using the select bars dialog (Ctrl+Alt+A) which allows you to define
the start and end bar, or by using the Sibelius Access selection marker.
This works by moving to the first note and pressing Ctrl+F9 and then moving
to the last note and pressing Shift+F9. Passage selections can contain any
combination of staves. Use plug-ins > access > include / exclude staves to
determine which ones.
F5 speaks the words "passage selection".
F6 speaks the start and end of the selection.
F2 speaks the highest and lowest staves in the selection.

System passage:
This is similar to a passage except that it includes all staves and system
items between the start and end times. You can turn a regular passage
selection into a system passage selection by pressing Alt+Shift+A. This
simply adds everything between the start and end times of the passage
selection so that the entire score is selected between those two points. You
need to do this if you want to delete the underlying bars in a score and not
just the items within them.
F5 says "passage selection" (I'm going to change that to "system passage").
F6 speaks the start and end times.
F2 says "system".