There is no issue installing flashing under your shingles. In fact, that’s what (good) roofers do in the first place. Unfortunately, not all roofers are "good" roofers. If you have any doubts about this, please see the largest shingle manufacturer in the country talking about the importance of drip edge flashing in their installation guide.
That is why MasterShield® is actually designed to have built-in drip edge flashing for the benefit and protection of your roof.
But while many "salespeople" are willing to flex the truth in order to sell you a product, there is in fact something they are not telling you.
Simply stated, you do not want someone putting an extremely rigid, inflexible product under the leading edge of your roof. Doing so causes stress and strain (and potential leaking and breakage) on your roof itself because it must “give in” to whatever that rigid object is.
Bottom Line: There are many examples of very bad installation practices throughout the gutter protection industry. The reason for this—in my experience—is because so many companies ruthlessly cut labor costs by hiring unskilled and untrained day laborers. The reality is that most companies sub contract the installation of their systems, which results in very poor quality control because, by definition, the installers don’t even work for the company you bought the product from. This is especially true if you are buying a product from a "big-box" retailer.
That’s why MasterShield is installed only by trained, in-house crews.