The problem here is that the user is filtering their view by a shortcode parameter, however when a shortcode is passed into the view parameter the formatting breaks.
Solution:
In order for you to do a shortcode in shortcode type setup you will need to first ensure that you're creating a content template with our Toolset plugin. The nested shortcode setup will only work with Toolset.
This is because wordpress core dropped support for using shortcodes as attributes.
A few other plugins have added support for this but if you're creating a page through wordpress core then it won't work.