You'r problem is nothing related to Pygame. It's about Python.

It mean's when you press a key  , an event is sent to this function. which it's type is : pygame.KEYDOWN

  And when You release that key another event is being sent  :  pygame.KEYUP

Note that when You are Holding a specific key No event is being sent to pygame.event.get()

So basically all You need to do is to track down held keys using pygame.KEYDOWN and pygame.KEYUP.

Method 1 , Creating a medium List:

In this method whenever a key is pressed You append it to a List. And whenever You release that key  , You remove it from the list. And all You need to do is to check that List in you'r game loop.

Use this if You want to track down many held keys.

heldKeys=[]

def getEvents():
    global heldKeys
    for i in pg.event.get():
        if i.event==pygame.KEYDOWN:#Track down key presses here

            if i.key==pygame.K_DOWN:
                heldKeys.append('Down')
            
        elif i.event==pygame.KEYUP:#Track down key releases here

            if i.key==pygame.K_DOWN:
                heldKeys.remove('Down')

def checkHeldKeys():#use this in you'r game loop to move you'r character
    global heroY;
    for i in heldKeys:
        if 'Down' in heldKeys:
            heroY+=10;

 

Method 2 , Creating a medium boolean variable:

In here all You need is a boolean. Whenever the pygame.KEYDOWN signal is sent , set this boolean to True

whenever the pygame.KEYUP signal is sent , set this boolean to False

Use this method Only if You need to check 1 or 2 held keys.

isMoving=False

def getEvents():
    global heldKeys
    for i in pg.event.get():
        if i.event==pygame.KEYDOWN:#Track down key presses here

            if i.key==pygame.K_DOWN:
                isMoving=True
            
        elif i.event==pygame.KEYUP:#Track down key releases here

            if i.key==pygame.K_DOWN:
                isMoving=False

def checkIsMoving():#use this in you'r game loop to move you'r character
    global heroY;
    
    if isMoving==True:
        heroY+=10

 
    

Your problem is nothing related to Pygame. It's about Python.

It means when you press a key, an event is sent to this function, which type is pygame.KEYDOWN. And when you release that key, another event is being sent:  pygame.KEYUP.

Note that when you are holding a specific key, no event is being sent to pygame.event.get().

So, basically, all you need to do is track held-down keys using pygame.KEYDOWN and pygame.KEYUP.

Method 1: creating a medium list

With this method, whenever a key is pressed, you append it to a list. Whenever you release that key, you remove it from the list. Then, all you need to do is check that list in your game loop.

Use this if you want to track down many held keys.

heldKeys=[]

def getEvents():
    global heldKeys
    for i in pg.event.get():
        if i.event==pygame.KEYDOWN:#Track down key presses here

            if i.key==pygame.K_DOWN:
                heldKeys.append('Down')
            
        elif i.event==pygame.KEYUP:#Track down key releases here

            if i.key==pygame.K_DOWN:
                heldKeys.remove('Down')

def checkHeldKeys():#use this in you'r game loop to move you'r character
    global heroY;
    for i in heldKeys:
        if 'Down' in heldKeys:
            heroY+=10;

Method 2: creating a medium boolean variable

In here, all You need is a boolean:

• Whenever the pygame.KEYDOWN signal is sent, set this boolean to True.
• whenever the pygame.KEYUP signal is sent, set this boolean to False.

Use this method only if you need to check 1 or 2 held keys.

isMoving=False

def getEvents():
    global heldKeys
    for i in pg.event.get():
        if i.event==pygame.KEYDOWN:#Track down key presses here

            if i.key==pygame.K_DOWN:
                isMoving=True
            
        elif i.event==pygame.KEYUP:#Track down key releases here

            if i.key==pygame.K_DOWN:
                isMoving=False

def checkIsMoving():#use this in you'r game loop to move you'r character
    global heroY;
    
    if isMoving==True:
        heroY+=10
```