I used to use Esc to complete citations and references when typing in LaTeX using TeXShop but it doesn't work any more.
It stopped working on my new laptop probably because I had to install TeXShop from scratch, maybe losing some old configuration settings. I have read many posts about autocompletions (old and new) and tried some of the solutions. Unfortunately nothing has worked so far.
Best Answer
Your observation is correct, ESC did used to be able to be used for bib completion as well as regular auto-completion. From what I can gather this was accidental and not by design, and F5 was supposed to be the command for bib completion.
So the only workaround is to get used to using F5 for bib completion instead of ESC (annoying, I know.)
One thing that might be helpful if you're using a laptop is the System Preference -> Keyboard to make the function keys behave as function keys without having to press the 'fn' key too. Selecting this preference flips the behaviour of the function keys so that you need to press the 'fn' key to get the special functions (volume, screen dimming etc.). Personally I use the special keys more than the function keys so I don't set this option, but it's useful to know that it exists even to turn it on temporarily.