Nvidia Shield TV is upgraded to Android 11. Since Android 11 does not allow direct file access, you can not play games in the way you did. YabaSanshrio 2 Pro 1.7.1 will support Android TV 11. But since Nvidia Shield TV does not implement the "Storage access framework" property, you need additional operations.
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Connect Shield TV to PC via USB. Move files in "yabause" folder to "Android/data/org.devmiyax.yabasanshiro2.pro/files/yabause" using explorer.
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If you have games in other folder, Select the folder by [Settings] -> [Select Game Directory] -> [ADD]. Caution at this time you need a MOUSE to push the 'USE THIS FOLDER' button.