Ctrl + Shift + click shortcut
I'm usually surprised when I use the Ctrl + Shift + left click shortcut in Epiphany because it is different from other browsers. In Epiphany, it opens a link in a new window. In Chrome, Firefox and Safari, it opens a link in a new tab and makes it active.
If this was changed, we could use Shift + left click to open a link in a new window, like in Chrome and Firefox. This shortcut in Epiphany appears to download a link now. (Firefox used to use Alt + left click for downloading a link, but it was disabled by default something like five years ago.)