Add the depot line at the start as well. Currently your trains are located at the depot, but the shift starts from a line stop. Thus there is no train at the line stop that can be assigned to the shift.

Ooh I understand, thank you very much. it seems logical but not intuitive.
Maybe it would be interesting to consider depots lines as different for dispatching in order to avoid to add an depot order just for being dispatched to a shift. Finally I think it would be a bad idea