The operation of shuffle takes two words and merges their symbols, keeping the symbols of each of the strings in the right order. It can be recursively defined by $x \parallel \varepsilon = \varepsilon \parallel x = x$ and $ax \parallel by = a (x \parallel by) \cup b (ax \parallel y)$. Here $a,b\in \Sigma$ and $x,y\in \Sigma^*$. For languages $K\parallel L = \bigcup_{x\in K, y\in L} x\parallel y$.
It is known that the context-free languages are not closed under shuffle. An interesting question is raised in a recent arxiv overview paper Decision Problems on Copying and Shuffling 2302.06248 by Halava etal. Do we need more than two symbols for a counter example for shuffling two context-free languages?
Problem 6. Give an example of two context-free languages $L_1, L_2 \subseteq \{ a, b \}^*$ such that $L_1 \parallel L_2$ is not context-free.