Been a while since I had a stable ShapeShifter environment, but it should absolutely be able to use devices in ROM. In the past I've used scsi.device, cybppc.device, 1230scsi.device, gvpscsi.device - all ROM-based. I can't remember the specific config process, but try going in and re-entering all the device names manually instead of using the file requester. If you're really stuck, reset the prefs to default (keep a backup, of course) and start from scratch to make sure all the DEVS:atapi.device/DEVS:scsi.device references are fully cleared out.
