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Hi David, thanks for your feedback. I did pay attention to have the dark side of the shading surface facing up. According to the OS modeling best practice

By default EnergyPlus mirrors shading surfaces, so typically face orientation does not matter. In some cases, however, such as when you add PV to a shading surface, it must be oriented correctly. As with building surfaces, the darker side is the outward normal.

Anyway, I found confusing that just adding and then removing some shading un-locked something in OS-E+ and the shading started to work properly. I did find this post useful, especially in regards to Shading Summary in E+. There I could clearly see that when the shading was applied some fenestrations were getting a more reliable Sunlit Fraction (i.e. 0.35). Cross checking wit the shading in Sketchup model is also another good way of making sure that the shading is applied.

Thanks again.