The shellcmd package only manages shellcmd tags, it doesn't actually add support for running those commands, that's already baked into pfSense, we just don't offer a GUI to do it out of the box.
There are several types of shellcmd, and you can use an earlyshellcmd to make sure something runs early in the boot process so it's set sooner.
Or you can set that in /boot/loader.conf.local or system tunables (System > Advanced, Tunables tab) which also get set at bootup.
Not sure how much that might help though, but it's worth trying.