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"Allow direct access to these files" will not work because what you have entered is not the name of a file that exists on your server. In fact, you should remove that because it will only cause problems.

I have set up the following query parameters in the WAF EXEPTIONS for the "JoomShopping" component: option=com_jshopping&controller=checkout&task=step7&act=notify&js_paymentclass=pm_stripe_checkout&no_lang=1

This will not work either. Remember, this is not how WAF Exceptions are documented to work. At best, you'd have to create four rules, one for each of the task, act, js_paymentclass, and no_lang URL parameter.

That said, instead of trying something random, reproduce your issue and then go to Components, Admin Tools for Joomla!, Web Application Firewall, Blocked Requests Log and look whether there is an entry for the blocked request there. I want you to tell me what is the Target URL and Reason listed. I can help you from there.

If there is no entry there, then it is not Admin Tools' Web Application Firewall blocking the request, therefore anything you do in Admin Tools' WAF will have no effect.