@fullysupportedphil Thank you for the help. I confirmed I had my privacy policies set in each location and then I tested it using the default TwentyTwenty theme. The shortcode worked in the TwentyTwenty theme, so I contacted my theme’s developer (Flatsome) and they are working on it.
@dido76bg Thank you for the custom code to add the additional checkbox. I would use this, however, I am concerned adding another checkbox to the checkout page could increase my risk of a cart abandonment because it would be one more thing for the customer to do.