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Was the UNC path set for the connection to .shp files. The files not referenced by the UNC path might not work as expected. Including refreshing.
If you are publishing to Tableau Server, and the workbook references data sources or images on a mapped drive, you can include external files when you publish, or you can change the connection information so that the workbook references the UNC path to the data source. For example, you could change D:\datasource.xls to \\filesrv\datasource.xls.