Where did you get this nem address from? Was it an exchange? Or a wallet provider?
1
Write to that exchange or wallet provider that you made this transaction to xem via shapeshift.
2
Provide the exchage with the shapeshift transaction details that transferred your nem.
If you do not have a transaction id (not the eos transaction id that is mentioned in the image you uploaded here - but the id of the nem transaction) get it from shapeshift or if you tell me the exact amount of xem that shapeshift was supposed to transfer then I can try to look up that transaction for you on the nem explorer.
3
Also provide the exchange with the nem address where the funds were transferred
4
Explain to the exchange that shapeshift does not include messages in transactions and hence the transaction was sent to the nem address without the message
5
Ask them to credit your nem account on the exchange manually.
Keep following up - manual crediting can take some time. If it is very slow try sending stinkers on social media or tweet at them
Someone high up at the exchange is bound to take it up for you if you make a loud enough noise about the exchange not crediting funds that you sent.