If you want to exclude one specific mode, you can do the following:
(global-set-key (kbd "<CS-down>") 'move-line-down)
to make it available worldwide, and
(define-key KEYMAP (kbd "<CS-down>") nil)
exclude one mode where KEYMAP is the name of the mode name followed by a "mode map" (for example, ess-mode-map). You can also bind the original to the key instead of nil .
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