Hi there, according your picture attached it is never working like this. The ShellyPlus 1 use I (IN) and O (Out) as potencial free contact.
You have to connect the power supply 230 VAC to the L and N to energy your Shelly. In your case the phase L also must be connected to I (IN), the relais contact is shown on the Shelly between I and O. Then connect the wire 230VAC of the LED transformer to O (OUT) . The N (neutral) can be connected to the 230 VAC feeding of the Shelly (N). This way it will work.
To me it seems you have no knowledge of electrical connections, be carefull, also 230 VAC kills.