S/MIME works on active users only not on shared mailboxes

Just to be sure: You have the Shared Mailboxes created in Central? Shared Mailboxes should be normal users within Central, which means, you should be able to use them as a S/MIME user. 

I did not verify it yet, but just wanted to confirm this step. 

i have created the shared mailbox on my Exchange Server 2016

a shared mailbox is in defaul, a inactive user. 

Sophos technican confirmed the issuue in my ticket 05365660 and told me to raise a feature request on ideas.sophos.com but the ideas .... is offline

The point about inactive user is correct. AD Sync should be able to sync inactive users. Check your AD Sync tool for this configuration step. 

i have set my ad-sync tool to transfer these users as well i.e. i can also select them in policies etc.. Only on Central Email it is defined that it only works for active ones. That's what support already told me and it could possibly be changed via a feature request.

i have set my ad-sync tool to transfer these users as well i.e. i can also select them in policies etc.. Only on Central Email it is defined that it only works for active ones. That's what support already told me and it could possibly be changed via a feature request.