The default shout button is Z.

Is the compass bar still glowing blue when you try to shout?

I've had some shouts not fire while dual wielding. Also, I believe, while dual spell casting, on occasion. But I give it a second (less than a second usually) and then hit the shout key again and it fires. Unless it hasn't finished its cooldown. Unfortunately, it happens at unopportune times when I really needed it.