1) When you press OK a new screen will open asking you to create an iCloud link. Press "Create Link"
2) You will be taken to a screen with the link. Press "Get Shortcut"
3)You will be brought to the Add Shortcut page in shortcuts. You can change the name of the shortcut here if you desire. Scroll to the bottom of the page and press "Add Untrusted Shortcut"
4) Your backed up shortcut will now be restored to Shortcuts.