I'm currently not seeing any support for Shadowlands dungeons.

Am I doing something worng?

Because it's only for raids and mythic plus :p

Oh, so it will show up once the dungeons in Shadowlands open up for M+?

In my screenshot (above) I could see "normal", "heroic" and "mythic" for each dungeon in BfA. Was expecting the same for SL :)

Yup, it adds things as you enter them, so you'll start seeing entries once the raid is open and the mythic+ season starts