After you backup a device for the first time to iCloud it takes 24-48 hours for it to start appearing as selectable in TeenShield. So assuming you have already performed the instructions to setup the iCloud on the device for backup, then please try adding the device every 12 hours until it shows up.
You can also double check the following settings:
1. Make sure the date/time of backup in Settings > iCloud > Backup is recent. If not, tap Backup Now.
2. Is your iCloud account possibly full? You can check from any other device connected to the account in Settings > General > Storage & iCloud Usage. If it is close to being full you can tap Manage Storage and delete old backups you no longer need.
3. Does the Apple ID have two factor authentication turned on? If so we need to give you special instructions. To check go to My Apple ID (appleid.apple.com), select Manage your Apple ID, and then sign in. Select the Passwords and Security tab. Click Turn off two-step verification.
As long as all of these items are checked, it should show up as selectable 24-48 hours after the first backup happens.