Hi Frederick, there are 2 ways that shell can be used, one is to thicken an open surface and the other is on a solid.
With the thicken surface method generally the surface must be smooth. For your case here with it not being smooth try capping the ends of your shape to make it a solid (select it and use Construct > Planar), then select the faces you want to be open and then try doing Shell.
If you're still having trouble with it please post the .3dm file with your object in it.
- Michael
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