I've been having issues with this since the feature has been introduced and it's really frustrating. Any time I want to incorporate custom shapes that I've made in Adobe Capture, all I get are blank placeholders where the images never load (see attached). It's not that they don't link to the libraries, they just don't load once I open the library for the shapes to appear. 
alright, I have resolved the issue! Basically, if you have too many library brushes, they won't load. I used the pixel brush manager and turned off the less used brushes and now it works.
I have the exact same issue. I turned off most of my brushes from the manager and it worked once (thanks for the tip!), but after I added a new shape from Capture I'm back where I started.
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