Hello,
1) WP Dashboard access is incorrect http://prntscr.com/shlvdc I can’t log in to check the issue.
2) Shortcode that you provided is required to display content of the wishlist page, it’s ok. But if you still have the alert at the header then you either have not installed the recommended Wishlist plugin or have not activated it. Go to Appearance > Install plugins > make sure that YITH Wishlist plugin is installed and activated.
Regards