Natalie. To be honest I'd be more surprised if it actually worked rather than not work, some of the curvature of the lofts is way too tight to allow for 0.3mm shell, for example, with the firebrick colour profile, most profiles will loft and shell, but the sharp difference between the top two profiles prevents a 0.3 shell from working (it will shell at 0.005).
Often (in my opinion) if it will shell at a small figure (like 0.005) it simply means that there is too much curvature deviation or too tight bends for larger shells to be produced. A few options are :-
Alter the profiles to reduce any sharp bends or tight alterations in curvature, though this would mean the cracks are not as accurate. Or
Loft and shell as much as possible (example - on the firebrick loft and shell all, except not between the top two profiles), and figure out a different approach for getting the top two with thickness. Or
Try creating as a solid to start with, thus eliminating the need for shelling. In the attached I used make copy, to copy the profiles by -0.3 mm in Y direction, joined them into closed profiles using line segments on each end. then lofted as a solid object, this isn't strictly accurate, but I think whatever is done, it is going to be a compromise
Someone else may have a better solution.