TV Shows not showing up in Apple TV library

Verify that both devices have the same Apple Account active. Purchases are valid for the Apple Account on which the purchases were made. A secondary user account on the Apple TV box wouldn’t be able to access that (unless through Family Sharing). Switch to the wanted user, to access the show in the Library of the ATV app.

It sounds frustrating when your TV shows aren’t showing up in your Apple TV library! Have you tried checking if your content is properly synced across devices? Sometimes, a quick restart or signing out and back into your Apple ID can do wonders. Also, make sure your software is up to date, Apple tends to release fixes for bugs that could be causing this issue. If that doesn’t work, you could try removing and re-adding the shows to your library, just to give things a refresh. Let me know if any of these steps help!