To me it sounds like the master page objects are in a layer that is locked.
There are couple ways to figure out layer it might be.
- If you only have a few locked layers:
- Toggle visibility of your layer(s) until you find the correct one.
- If you have multiple locked layers:
- Click the corner menu in Layers panel
Layers panel > Unlock all layers
- Then you should be able to select the objects with or without Cmd+shift and figure out what layer(s) they belong to.
- ( If you can't select object(s) without Cmd+shift at this point, it means those objects come from another master page. )
- You'd then most likely want to undo Cmd+Z and manually unlock the layer(s) you just found.
They could also be locked by using Object > Lock
, in which case the object(s) should have a lock icon on the left side of the frame.
In that case you can either click the lock icon, or Object > Unlock all on a spread
Some information about master pages:
Master pages can be based on other master pages, which is handy if you have objects that are supposed to repeat in multiple master pages.
When a master page thumbnail has a letter inside, it means that it is based on that master page.
In the picture below, B-Master is based on A-Master. It's easy to tell from the letter "A" it has in the thumbnail.

You can change it by right-clicking master page in the Pages panel and choosing: Master options for "..."
. Then in the new window you just change the Based on Master:
drop down list.