I might be missing something, but …
The default way to end editing is to use escape. When using that method, you can use shift-enter to enter returns or line feeds so that you can write more than one line in a note.
I find escape less convenient than using Enter to end editing, in the options. But when I turn that on, I don’t seem to be able to get a return/LF. Shift-Enter or Control-enter acts just like enter, ending the edit and closing the note at one line.
I’d like to use enter to end editing, but one of the other combinations to enter multi-line notes.