First, make sure you have the latest Golfshot update. Check for updates in the App Store.
Siri Shortcuts is only available for devices running iOS 12, update your phone to the latest iOS.
You also may not see the shortcut if you haven't activated Siri through Golfshot.
When you start a round, and receive a Siri prompt accept this pop up. If you missed the prompt in round press menu > Siri > Turn Siri on.
You should then see the option to set up a shortcut.