When using shortcode you might see a message that says:

Unauthorized - Make sure REST API is active. 

This message means that the REST API is disabled on your WordPress website. Check your settings, firewall or any security plugin you use to allow REST API for the plugins.

Most of the plugins use REST API to retreive the data and display them in front-end so REST API must be active.

You can read more about WordPress REST API here: https://developer.wordpress.org/rest-api/