This was removed in415f080c80
(Split wxGrid RANGE_SELECT event into SELECTING and SELECTED, 2020-07-27) without preserving it for compatibility. Do define it now, just as it was done for the non-CMD equivalent of this macro EVT_GRID_RANGE_SELECT. Also update the documentation to fix a typo frome2f316b19d
(Mention that wxEVT_GRID_RANGE_SELECT{ED,ING} are new in 3.1.5, 2020-08-18).