When iPod shuffle is in a very low battery state, it may take up to 90 seconds after being connected to the computer before the device appears in iTunes.
Connect your iPod shuffle to a computer or wall charger and leave connected for at least 90 seconds. During this time iPod shuffle should have an amber light, but will not appear in iTunes. After 90 seconds, the iPod shuffle will appear in iTunes (if connected to a wall charger, then reconnect the iPod shuffle to the computer).