not able to use shortcode generator

Hi there Im not able to use the shortcode generator, whenever i click on the button in my post/page editor i get the message: “You are not allowed to call this page directly.” only option it gives me is to close the message… after this I tried inserting shortcodes manually but they just dont work, can you help me resolve this please? my website is at https://www.dvcrewscotland.net thank you for your time.

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