ScamShield only filters SMSes that are from senders who are marked as scam by the Singapore Police Force. Official government messages from gov.sg as seen in the image attached below, will not be filtered by ScamShield.

Source: https://ask.gov.sg/govsg/questions/clxe8e0ve002fbhd4cp8bx0fi?from=agencyhomepage

If you are an iOS user with SMS filtering permissions enabled, messages from unknown senders will be filtered into the "Unknown Senders" folder. This filtering is not done by ScamShield. This is a device/OS level setting which filters SMSes sent by someone not in your contacts or senders you have not interacted with into the "Unknown Senders" folder. In such a situation, it is best to check your "All Messages" folder instead if you are expecting a message from a sender not in your contacts.

Messages filtered by ScamShield on iOS will be routed to the Junk Messages folder in iOS (labelled as 'Filtered by ScamShield'). Messages filtered by ScamShield on Android can be seen under the Alerts tab in the ScamShield app.