TSharedPtr is not supported with the blueprint system. It is not a UCLASS and it is templated.
/**
* TSharedPtr is a non-intrusive reference-counted authoritative object pointer. This shared pointer
* will be conditionally thread-safe when the optional Mode template argument is set to ThreadSafe.
*/
template< class ObjectType, ESPMode InMode >
class TSharedPtr
EDIT Actually, I see the same thing on TSoftObjectPtr but I know for sure that can be a UPROPERTY, unsure how exactly that is processed. With Blueprint exposed systems (UFUNCTION, UPROPERTY) your options are a b it limited. You can still use various pointer types. The UObject*, SoftObjectPtr, SoftClassPtr etc. but I know for sure that adding a TSharedPtr as a UPROPERTY is not going to compile.