You need to type the title of the post that contains your shortcode in the field and click (this is important) on the correct post in the list that it presents. If the list doesn’t appear then there are two possible reasons. First, the list might be stacked behind visible items on the screen via an incorrect z-index value. Second, there might be a javascript error either in my plugin or another plugin or theme that is causing the browser to not honour the API call.
For the javascript error, you can find these if they are happening by opening the browser’s inspector/error console by pressing F12 or via a “Developer” menu item.
The browser console can also be used to determine whether there is a stacking order issue but this is trial and error and takes some time to work through.