Steve. As far as the picking a face. That applies to solid objects, yours is a sheet (zero thickness) object, so the picking a face is not relevant, as there is no face to select.
The object itself has bad geometry, select the object and at the top of the selection palette is an audit icon which, I think appears in 2018 when something is wrong. See Attached for audit report.
However, I redrew the object (as a sheet) and got mixed results, sometimes it would shell OK, and sometimes it wouldn't shell, so I drew it in 2016 and it would not shell there at all for me. what I then did in 2018 was draw the object as a solid object, then I could select the face and it shelled without problem. personally I don't usually try to shell sheet objects, except for extruded open splines, I've no idea why TC doesn't like shelling that shape.