I have now integrated 6 Shelly relays into my SmartThings setup and have worked out the vagaries of setting up devices.
The 1st device you connect you need to add Shelly Cloud and if your lucky your device will show up immediately.
All subsequent devices don’t need adding. After setting up in the Shelly app you need to wait up to 12 hours for Smartthings to detect the new device.
It will appear in your devices as unassigned to a room, just add it and it will work.
Trying to force detection by reading Shelly Cloud often causes all devices to go offline so when the new device appears it can be controlled but not added to automations.
The key to adding new shelly devices appears to be patience.