I have configured a Queue for the shared mailbox and it seems everything perfect according to document. No warning on mailbox and status of incoming and outgoing is a success but still email triggered to that mailbox is not appearing in Queue nor any activity has been creating in the system. Email is coming in the outlook for that email.
Also, I did an advance find on email entity but no email is visible here. If I create a queue on my email id then it works perfectly.