From the TSN streaming faqs page, https://www.tsn.ca/streaming-faq-1.1105604#one, after you select "Sign In", you should be seeing a tab that says "I am a TV Subscriber". (this is where you should be able to enter your Shaw Direct credentials).
How to Login to TSN.ca via TV Service Provider - https://www.tsn.ca/how-to-login-to-tsn-ca-via-tv-service-provider-1.1158957
If still having issues, you may need to contact either TSN or Shaw to see why the credentials are not being recognized.
1-833-TSN-HELP (1-833-876-4357), or https://www.tsn.ca/help/contact-us or by email at email@example.com
1-888-472-2222, or https://www.shaw.ca/contact-us
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102