The Legacy Agents (Shown in your two screenshots) have been removed from the Sheild version of PMS:
That note should instruct you on upgrading to the new agents in Plex. Here are two more detailed notes:
https://support.plex.tv/articles/upgrading-a-movie-library-to-the-use-the-new-plex-movie-agent/
https://support.plex.tv/articles/migrating-a-tv-library-to-use-the-new-plex-tv-series-agent-scanner/
They’ve said that the Legacy agents will be removed from all versions of Plex Media Server in the future but have not given a date. I don’t know why they aren’t getting it done.
Hope this helps,
Chris