.sh files are not understood by lr-dosbox, but they should work withdosbox - as mentioned in the topic you referenced.
The preferred way would be to use .conf file for launching your games, where you can set your dosbox preferences and add an [autoexec] section for launching the game itself. For instance (game.conf):
[autoexec] MOUNT c /home/pi/RetroPie/roms/pc C: cd GameDir Game.exe EXITThe .conf files are understood by both dosbox and lr-dosbox.