There is any way to raise or lower a construction on RCT1 like in RCT2 with the shift key?
I could swear that i've already done it on RCT1, but now I can't (or my memory is playing tricks on me)

You cannot do it with stalls or shops in RCT1, unfortunately. Perhaps there is a fan mod that enables this?

A trick I use for building roller coasters at different elevations is to place a station platform, then build up to your desired elevation, and switch track to station platform at that height. Hope that helps, but for stalls and gentle rides, I've not a clue.

Can't you kind of do that by putting the RCT1 scenarious into RCT2?

To the best of my knowledge, you can only do this by changing elevation itself in RCT1.