Pagename: movie_clip/masking/selecting_editing
https://docs.blender.org/manual/en/latest/movie_clip/masking/selecting_editing.html#mask-feather

Like mentioned here https://blenderartists.org/t/unable-to-feather-masks/1188253/4, instead of Shift-LMB, the shortcut to Add Feather Vertex and Slide should be Ctrl-Shift-LMB.