OS 5.6.2, Traffic Shaping Policy with a schedule ?

You cannot assign a schedule to a Traffic Shaping Policy. You must use the old method, which was used before FortiOS 5.4:

Create a normal firewall policy. Assign your schedule and use the CLI to activate the shapers.

To activate the shapers, configure the traffic-shaper and probably traffic-shaper-reverse options. 

After CLI options are activated, you'll see the values in the GUI as well.

config firewall policy
    edit 57
        set name "Cloud backup Low Speed"
        set srcintf "INTERNAL"
        set dstintf "EXTERNAL"
        set srcaddr "all"
        set dstaddr "VeeamCloud-Backup"
        set action accept
        set schedule "0600-1900"
        set service "VeeamCloud-Backup"
        set utm-status enable
        set logtraffic all
        set profile-type group
        set profile-group "Profile-Monitor-Default"
        set traffic-shaper "Veeam-AT-Low"
        set traffic-shaper-reverse "Veeam-AT-Low"
        set nat enable
    next
end