In Document Options under Multimeasure Rests, do you have 'Use Symbols for Rests Less Than...' selected?

You can not find the shapes (small squares) because they are not shapes, but rather symbols from the music font.

Take a look here:

Document menu > Document Options > Multimeasure Rests > Symbols > “Use Symbols for Rests Less Than: …”

(I posted this answer 4 days ago, but I'll do it again.) "Use Symbols for Rests Less than…" is always on in my work flow. Plus toggle it off/on didn't change the problem: something preventing "Create/Edit M-MR" from accessing the choice of styles, either picking from the Selection Window or specifying its number in the just R of the Select button. What's worse, this input number is stuck at #139, when there are only 138 choices in the Selection Window.

I wonder whether this might be a case where a User Library has overruled a Default Library. (But then, the SElection Window would show 0 choices, not 138.)

… toggle it off/on didn't change the problem: something preventing "Create/Edit M-MR" from accessing the choice of styles, either picking from the Selection Window or specifying its number in the just R of the Select button …

Toggling off {Use Symbols for Rests Less Than: …} works for me - in the music notation the square symbols immediately get replaced by the multimeasure rest shape.

In the dialog box Multimeasure Rest, I delete the shape number so that the text field is empty (or I change the shape number to zero).

When I have done so, I can click the button “Select…” to get to the Shape Selection.

Usually the default multimeasure rest shape is shape #1 in the Shape Selection.

Thanks, Peter, for the further elaboration, which allows me to access the shapes in the Edit M-MR dialog. Everything is working fine now that I've been set straight about the difference between shapes and symbols.