IIRC, when protected, the additional segments are supposed to be added out-of-order (e.g. at the end) so that if you "no-show" for one and the agent doesn't clear it out anyway, SHARES won't notice the "no-show" until you're done with the trip.

That's not the problem on yours, but it will lead to the same result. I suspect what happened to you is that she added the new segment but didn't offload you from and remove the original flight, and didn't resync the ticket with the reservation (or something to that effect). SHARES saw you were a "no-show" for the original segment and canned the rest of the reservation.

Without turning this into another SHARES-bashing thread, I have to wonder yet again if SHARES is actually saving UA any money at all with problems like this.