Webmin makes certain things easy when managing remote Unix/Linux servers, some things it makes more difficult if only because its modules don’t get updated very often. Shorewall makes managing large iptables rule sets easy but it’s Webmin interface is outdated. For instance the Blacklist section in the Shorewall Webmin Module directs to ‘/etc/shorewall/blacklist’ which according to the Shorewall documentation: ‘The blacklist file is used to perform static blacklisting by source address (IP or MAC), or by application. The use of this file is deprecated and beginning with Shorewall 4.5.7, the file is no longer installed.’
The Shorewall Webmin module still directs the user to this file for modification and because of this changes are not effected. The file you should be looking at is ‘/etc/shorewall/blrules’ as documented here.