Since they have supposedly integrated most of the Power Tools functionality into VS2017, the new command \"tf unshelve\" does not work the same as the old command \"tfpt unshelv
I absolutely agree this is a greatly missed feature in 2017 and up. After too many times of doing this manually, I decided to add it to my (free) Visual Studio Extension called 'MultiMerge'. You can now right-click a shelveset and choose your target branch. There's a VS2017 version and VS2019. Or you can simply choose this extension using Tools and Extentions menu in Visual Studio.
Feel free to rate the extension, and let others find it more quickly:)