Hello Mariofer,
From what we can tell, you're attempt to shuffle music from a particular artist using iTunes on your computer via Home Sharing to your Apple TV. While this may be expected behavior, let's start by making sure your computer is running the latest version of iTunes and follow these additional steps:
Before you set up Home Sharing
- Update all of your Apple devices to the latest versions of iOS, iPadOS, macOS, and tvOS. On your PC, make sure that you have the latest version of iTunes for Windows.
- Connect all of your devices to the same Wi-Fi or Ethernet network.
- Make sure that all of your devices are signed in with the same Apple ID and authorized to play purchases using that Apple ID.
You'll find this information here: Use Home Sharing to share media from a computer to other devices - Apple Support
Next, in iTunes, you may be only able to shuffle an album, playlist, or your library. If you create a playlist with all the artist's songs, then attempt to shuffle that playlist, does that work for you? Follow these steps to shuffle the playlist:
How to turn shuffle on or off in iTunes on your PC
1. Open iTunes.
2. Play music.
3. To turn shuffle on or off, do the following:
- Shuffle an album or playlist: At the top of the window, click the Shuffle button
. When shuffle is turned on, the button changes to a gray box.
- Shuffle all songs or albums in your library: In the menu bar, choose Controls > Shuffle. Then select Songs or Albums.
You'll find this information here: How to shuffle music on your Mac or PC - Apple Support
Take care.