The built-in Books and iMessages on the latest macOS can not handle Shortcuts properly.
If Books (no matter the Home scheme or the reading scheme) or iMessages is the current focused application, Shortcuts doesn't work. Once I move out and focus app turns to Finder or any other app, Shortcuts works properly.
An exception is that when I pin the shortcut in the Menu Bar, the Menu Bar one works, while the one in the application's menu doesn't work. I have no idea why this would happen. Could it be part of privilege control or something?