Hi,
The same warning/requirement "Shell Launcher doesn't support a custom shell with an application that launches a different process and exits. " has been noted as well under following article:
Use Shell Launcher to create a Windows 10 kiosk
https://learn.microsoft.com/en-us/windows/configuration/kiosk-shelllauncher
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Hope this helps and please help to accept as Answer if the response is useful.
Thanks,
Jenny