This has been a problem since 1.11, which you cannot summon a shulker on the desired location while loading a structure. Every time I load a structure with a structure block, the shulkers teleport away. My theory of this issue is that when a structure block loads a structure, it starts loading the blocks and the entity at the same tick, but the blocks load gradually in a certain amount of time. When a shulker is loaded before the block it was supposed to be attached to is loaded, it immediately teleports away from the desired location.