Hello Thomas,
Thank you very much for your response, I went ahead and created the Custom archive pages with the shortcodes and now is working with no problems.
I found I think there is a possibility of a bug with LifterLms and the Sydney Theme, the reason is that when I went to LifterLms settings and under the Tab Courses I set up my course page on the Course Catalog menu and when I reviewed the page is when I get the error ¨Preview Page cannot be loaded¨the the same thing happen with the Membership tab. However, is important to mention that this issue was only happening with the Courses and membership tabs, I didn´t get the error with Accounts and Checkout tabs.
I didn´t change my Theme as you recommend because I am not sure if by doing this I will mess up my current site.
Again I appreciate your time and help.
Angel