I'm not sure if this will work, but try converting the shapes that aren't appearing correctly into .png types. Seems like Tableau handles those better than .jpg.
Thank you for your reply.
I took screenshots and saved images as JPEG instead of downloading images from website. And the images showed up correctly using custom shape. However, I'm not really sure why it didn't work by downloading images through website and using those images as custom shapes.
Since it worked when you saved the files as JPEGs directly and didn't when downloading from the site, it sounds like the download from the site was corrupt for those few images, or maybe wasn't in the right format even though it looked like it was.
Glad it's working now.