NEC 110.2 equipment must be approved.
Many companies started making stuff that was not UL Listed and was not safe or legal to install in homes. They trick hobby/tinker types into violating Code. But some have started making UL listed variants of their products, and those are alright - though I can't respect the business practice (the earlier one).
You can use that device if the UL or ETL stamp is on the device and not merely in the sales literature.
NEC 300.3 Related wires must be in the same cable.
Since the Shelly presumably wants always-hot and neutral, like most smart switches, this becomes a problem in a 3-way circuit. 3-ways need 2 travelers between switches, and since /3 cable is the largest popular cable, there isn't room for the 2 travelers and also hot and neutral. 3-way circuit wiring varies, but you can see where options at the switch vary
from easy......... to hard.
The basic rule of thumb is that when adding a hot or neutral wire to a switch, you must take that from a cable that already has a wire attached to the switch.
As such, the possible location of a Shelly will be sharply limited. Since 3-way circuits vary significantly one to the next, it's impossible to give a definitive answer to "how to locate a smart device".
Generally, smart 3-way setups are attacked by rearranging travelers so they are not travelers anymore, but instead place always-hot, neutral and switched-hot in the same junction box. The smart switch is attached there. This tends to put always-hot and neutral in other switch boxes, so smart remotes can be powered. Any leftover wires can be used for datacomm or a plain switch.
Mixing separate control methods is dumb.
We often see people want to control a light with two totally different control methods that don't talk to each other, like 3-ways + a motion sensor. They think making these unmatched systems work together will be easy, but it's not. It's actually hard, and honestly it often needs a smart control system to sort it out.
This issue is solved by selecting smart products made to be used the way you want to use them, and then following NEC 110.3: Read and follow the instructions which UL approved as part of the UL Listing. That is a code requirement anyway.
Youtube advice is dumber.
Unfortunately the advice we see on social media tends to be poisoned by incompetence or the drive to "game the algorithm".
Youtube favors people good at making videos. There are good producers like John Ward or Benjamin Sahlstrom, but they are deeply submarined under incompetents who are much better at playing the Youtube rankings game. True experts in a field rarely have tolerance for "the game".