If your digital assets returned to your wallet (or if they never left) after you tried to send them, it's likely that the transaction has failed on your wallet's side. When this happens, ShapeShift cannot detect the digital assets and the exchange will not complete. A few things to ask are:
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Is there a transaction ID (TXID) in your wallet? If there is a transaction ID in your wallet, you can look it up using a block explorer for that particular digital assets. For example, if you traded BTC, you can use blockchain.com to search the TXID. If the TXID doesn't come up, it either was not sent or your wallet is experiencing a lag.\
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Can you find the transaction confirmed in a block explorer? If you can find the TXID in the block explorer, make sure that it has confirmed. If it hasn't within 48 hours, your transaction has likely failed on the wallet's side.\
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When did your wallet last rescan the blockchain? If you have been able to find a confirmed, successful transaction using a block explorer, make sure that your wallet has recently scanned the blockchain.