Mendix does not allow you to have enumerations filter each other. When selecting an enumeration from a dropdown, you will be able to select all values in the enumeration. However, Mendix can achieve what you want! To create a dynamic list, you will need to use the ‘Reference Selector.’
So if I understand correctly, you want all of the shifts to be in one dropdown. In that case, it seems that your problem is that you have each as their own property in the entity. What the change object is wanting is a specific value in side your enumeration to set the object to. What I would suggest is linking them together into a single enumeration with the values of 1st shift, 2nd shift, and 3rd shift. That should fix your shift dropdown, and then in your microflow you can change the value to be a specific value of one enumeration. I would have it look something like this:
However, if you want the dropdowns to limit each other, you will need to use a reference selector instead with a triangle like association like this:
Then if you make values for the hours entity, you can limit what it shows based on the shift entity reference selector in the selectable entities tab.