When we use transfer, we usually say things like:

1. He transferred to the New York office from the Chicago office.
2. Can you transfer funds to the checking account?

For shift, something like:

1. The foundation of the house shifted 5 cm in the earthquake.
2. He kept shifting in his seat the whole meeting. (This phrase is used when someone moves back and forth in their seat).
3. A few key members of the House of Representatives shifted their position to align with the party opposition. (This one is not a physical shift, but an ideological one).

I agree - shift usually means a small move whereas transfer can be any distance. It depends on the context of course.