Hi Bogdan,
When the shipment is created and saved in ECC, there is a prerequisite check that the event handlers are only created "Shipment Type = 002" (Collective Shipment Road) and overall status is greater than or equal to '1' (planned) (SAP ECC is configured like this in IMG -> Integration with Other SAP Components -> Event Management Interface -> Event Management Interface -> Define Used Bus. Proc. Types, Appl. Obj. Types, and Evt Types -> Define Used Business Process Types -> Select ESC_SHIPMT -> Define Application Object Types -> LTL_DELIV -> Event Mgmt Relevant Tab -> EM Rel. Condition -> SHIPTYPE_0002_PLANED).
If still didn't work, then paste the screen shots what is the shipment status in ECC, SAP EM WebUI Shipment columns and SLG1 Log to check and let you know.
Also, have you followed all instructions set in Order Fulfillment visibility process RDS in Configuration guide and Scenario Description.
Regards
GGOPII