This was broken. It's fixed in the latest TestFlight beta.
This is now in the latest build. If you don't populate a field for anything in the Other Device shortcuts actions, you'll now be prompted.
So you can make a shortcut to open a collection on Family Room, and every time you run it, it will give you a list of choices. The same thing goes for Run Command on Other Device, etc.
Still broken 
. It's ACTUALLY fixed in the build that's going up right now.
I can confirm that I've experienced this same behavior too. Virtual Channels do not appear to work with Shortcuts.
I’m having a few weird things going on.
1: I created a couple of test collections to check out the shortcut support. I’ve never been able to see the collections in the library on iOS or iPad, but I briefly saw the collections on the Apple TV beta. Now they have disappeared. I’m using enhanced library.
2: in the shortcuts, even with channels running on other iOS devices, the only “other device” option selection has been the Apple TV
3: edit ignore. Update to latest build fixed this one —-in the iOS shortcuts, I do not see any actions for show collection or show collection on another device. I do see these on the iPad shortcut creation menus. End edit
Collections are in the Movies and TV Shows section of the enhanced library.
Mobile devices are not eligible targets for this.
Clearly some kind of version issue. Check the testflight app and the build number of the Channels app under Support > About
You sure? Still not working for me.
Edit: I think I figured out my issue. I have to launch the beta app on AppleTV and it works. I thought when I tested a few nights ago that it let me launch a show on the non-beta app.
And you’re right, this shortcuts app is super buggy on iOS 15.
And in other news, Phase 2 of Siri Shortcuts for Channels has been great. I've set up a handful for my living room and bedroom AppleTV's and they're working splendidly. It's been fun coming up with them and I'm still impressed by how easy they are to configure. A flexible game-changer with enormous possibilities for everyone to enjoy. Thanks, Channels devs!
Anyway, virtual channels don’t work with some of the enhancements or standard features of the dvr. apparently we have no right to be asking about them because ifs been in beta a shorter time than emby or home assistant.
Hopefully it gets corrected soon, I’ve been waiting for better shortcuts.
Software takes time to mature. It's not always clear where bugs are or how to fix them. Eventually pieces click together and fixes become obvious.
For example today we discovered that shortcuts and API both struggle to start virtual channels. This clue sheds light on where the bug lives, and with that piece of insight it becomes much easier to fix both issues.
Oh very cool
Great addition !!
Is this working now with the latest testflight builds?
It's very important that you are both updating the tvOS client and your iOS client with these Shortcut changes. Changes are being made to both versions to support these remote commands.
Yes, virtual channels and shortcuts are working now as expected. Thanks for looking into this!
This is great. Just so I’m clear, if I want to use voice to say “watch show XXX “ on my Apple TV, do I need to set up a shortcut for each show? Or will it be able to read my voice when I say a particular show?
If you don’t put a choice in, it will prompt you with a list.
Ok. And I build my shortcuts on my iPhone or iPad, and then use that to launch them?
Is there a way I can use Siri on the Apple TV to launch these shortcuts?
I don't believe that Shortcuts are supported on Apple TV. You can use your iPhone/iPad/Mac to send commands to your Apple TV, but I don't think you can initiate anything from the Apple TV itself.
No. Siri Shortcuts are for iOS.
Basic shortcuts knowledge here…
Worked great then switched locations
Is there a way within shortcuts to recognize georef or even wifi to determine which Appletv to use?
Whiteout building shortcut that says “where” or which Appletv to use? Or if I change name of Apple TV’s to match (but other times it’s good to have differnt names to know which one your working with”…
