I'm currently running:
bbPress BBCode 2.0
bbPress2 shortcode whitelist 2.2.1
For me BBCodes work in activity and activity replies. If these are your same versions, two things come to mind:
1. Have you gone to the settings page for 'Shortcode whitelist' and enabled any shortcodes? If no, enable the ones you want. You can enable the BBCode plugins shortcodes with a single tick box.
2. If yes, then the only other thing I can think of is a possible conflict with another plugin. You can disable each plugin in turn and see if the shortcodes start working. If they do, then there is a plugin conflict. Let me know which plugin and I'll see if I can work out why.