One of our incoming mail accounts is a Shared Mailbox, however the account is enabled. Default behavior for Shared Mailboxes is that the account is disabled, so not sure if it would work like that. The account was set up before I started this job so I have no idea why they have it set up this way.
We also have on premise Exchange, not Office 365. It is possible 365 handles shared mailboxes differently due to per user licensing costs. I've never managed a 365 organization so don't quote me on that. You may have to use a user mailbox instead...
Be advised that WHD does not support Office365 (nor Exchange 2016) currently so you are running against an unsupported configuration anyhow.
Try with a free G-Mail or Outlook address first to validate your processes.
As a rule of thumb, shared mailboxes are not a good idea anyhow as the mail read flags might be confusing things.