I don't know what version you're running. But at least with 5.6.x, when you create traffic shapers in GUI, you need to apply them to shaping-policies under "Traffic Shaping Policy". Not at IPv4/v6 Policy.
TS is no longer in firewall policy and its has its own menu in the gui. Or else under System>Feature Visibility>Traffic Shaping (enable the toggle button)
In at least 5.6 you see traffic-shaper's settings in a firewall policy only, if you have enabled it on CLI or it was enabled it before updating to 5.6 from any earlier version.
To assign traffic-shapers to a firewall policy, you need to issue a set command on CLI directly. After that the setting will show up in GUI too.
This may be the way Fortinet wants us to move from traffic-shaping in firewall policies to traffic-shaping policies. If their implementation of traffic-shaping polciies wouldn't be that incomplete, I would appreciate the idea.