The behaviour: shift clicking items from the inventory into the hotbar adds them from the left to the right, while shift clicking items from a chest adds them from the right to the left.

I've noticed this behaviour and problem as someone who plays a lot while invisible (through pot of invisibility).
Sometimes i'd want to put stuff in my hotbar from my inventory (eg: other potions) and sometimes i'd want to loot chests while others are nearby without blowing my cover, and to do that i always need to manage one free slot in my inventory, but because of this inconsistency no matter if i choose the first slot or the last slot in the hotbar to be my "empty slot" and set my hotkeys accordingly i won't be able to have a consistent result.