Shell tool question

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I made 3 sketches.But only the circle could work under shell tool. Any constraints on tool application?

You should try it with a smaller thickness. It works for me:
IMG_82458B0A7431-1

By the way, you can check the maximum possible thickness with the offset tool (you can drag the edge until the maximum allowed thickness is reached):
IMG_FAFE93D89AC1-1

Thank you for fast reply.