It looks like theme issue. Switch to default WordPress theme and check it. I have tested it on WordPress Twenty Seventeen theme.
For testing:
1) Add below code in theme functions.php
// Sample shortcode [testme]
function testme_cb( $atts ) {
return 'Working? Maybe.';
}
add_shortcode( 'testme', 'testme_cb' );
// Enable shortcodes in text widgets
add_filter('widget_text','do_shortcode');
2) Goto Appearance -> Widgets
and add shortcode [testme]
in Text Widget.
3) Check it on frontend.