The shared albums are shown in your Photos Library but are not a part of of the photo library. The shared albums are holding separate, downsized copies of your photos and are not standard albums.
I would not use the shared albums to store your photos. They are just used for sharing and not meant for storing your photos. The quality of the photos will be reduced to 2048 pixels at the longest edge, the titles, filename, locations may be stripped from the photos, you cannot sort the photos in the shared albums. To be able to use the "Album is not Any" rule to organise the photos in your albums, import the photos from the smart albums into your Photos Library (unless you still have the originals in your Photos Library) and organise them in standard albums.