Hello,
The ‘per_page’ shortcode argument will determine how many products are shown on a page. This will not add pagination to the shortcode.
To resolve the issue with pagination you should contact Woocommerce support team or try to resolve it as described in the article: http://wpsnacks.com/wordpress-tutorials/how-to-add-custom-pagination-page-navigation-to-woocommerce/
Regards,
Eva Kemp.