As far as my understanding goes, Shipping configuration builds in monolithic mode which statically links the project code with all modules together in a single executable.
In monolithic build, the only dlls you can load are the third-party type ones. They cannot depend on engine code since there are no symbols left to link to at runtime.
If you are wondering where your plugin code is, well, it’s in the executable.
If you really need a plugin dll, maybe you can refactor it into a third-party type library.
https://docs.unrealengine.com/4.27/en-US/ProductionPipelines/BuildTools/UnrealBuildTool/ThirdPartyLibraries/
If you want both (a dll plugin with engine runtime linking), I encourage you to try building in “Modular” mode instead of Monolithic. I can’t really say how well/bad that will go as there is no documentation nor recent stories regarding this topic, that I am aware of.
Only bit of information I found, from @Ben_Marsh who seems to be an UE dev, in this thread (but then again, it’s old)
https://forums.unrealengine.com/t/plugins-are-only-working-for-people-in-a-package-game-if-they-have-c-project/8455/45