You have conditions that set the animation to 0 if the left mouse is NOT down
That's why you have to hold the left button down to play the animation
Also, I would recommend changing the Player's "Animations" variable to a string and just setting it to the name of the animation you want to play
Like this:
Player 8 Direction is moving > Set Animations to "Walk"
SHift is down > Set Animations to "Run"
Then you can set the animation to the variable with only 1 event
Player set animation to Self.Animations