If the shortcut doesn't appear in the Shortcut list, then it means it's not supported. I've installed the application on my phone and then checked the Shortcut list. I've also created a shortcut on homescreen and then switched to the application and it wasn't there. The Shortcuts list supports only pre-made shortcuts available within the operating system.
You might have to forward a request to the developer to support custom shortcuts. Use the following email to request this feature: email@example.com