Awwweee. He's very smart for learning all those tricks so young. I started with max young as well and I can't remember how old he was when he got "shake" but it did take some time and prompting, etc. When he was a bit younger (aboout 5-6 months) he would start doing all his tricks (sit, shake, roll over) without my command as soon as I got the treats out.
If your dog is treat driven then he will get it with several training sessions. Good luck! Post a video when he gets it if you can.
