Hi,
The results shortcode is for when you want to display the live results list on the same page where the search is – but not below the search bar as default.
Changing the results URL to a custom page will not display the results on that page – it only tells the plugin which permalink/uri acts as the search results handler, and pushes the query arguments for that.
We are actually working on a “custom results” page builder (via shortcode) solution, but it is extremely problematic, as there are limitations we need to overcome first.
If you want to use that uri structure as the results page, then you will have to do that programatically as I linked earlier. Unfortunately the plugin cannot do this automatically, as it is either needs a theme file change or a .htaccess modification, that the plugin has no access to.