Unfortunately, Xiaomi’s Zigbee-based devices will not maintain a connection to a SmartThings Link for NVIDIA Shield, for the reason @JDRoberts explained.
They do work with the v2 hub (with mixed success reported by users, although I have never had problems personally). I have not read any reports of v3 hub users attempting to use Xiaomi devices, so I can’t answer that.
I can also confirm that many Zigbee repeating-capable devices will not allow Xiaomi devices to maintain a connection on a ST hub’s Zigbee mesh network. There are just two which are confirmed to work well: an XBee Zigbee module, and @iharyadi’s multi-function repeater solution device. Most mains-powered Zigbee devices besides smart bulbs will act as a repeater, so it gets tricky if have any of those and want to use Xiaomi devices as well, because there’s no control over what repeaters a Zigbee end device might connect to (which is part of the way a Zigbee mesh network is designed to work).
So if you want to instead connect your Xiaomi devices to a Xiaomi hub to avoid these issues, you’d need to integrate it with your SmartThings hub via virtual devices using this solution: