I'm able to get this to work just fine - lets see where you're setup is different.  I'm using OpenJDK 11 and the Java 11 Lambda.  My Lambda handler looks like:
import org.apache.logging.log4j.LogManager;
import org.apache.logging.log4j.Logger;
public class LambdaHandler {
    private static final Logger logger = LogManager.getLogger(LambdaHandler.class);
    // your handler entry point may be different but that shouldn't matter
    public void handleRequest(InputStream inputStream, OutputStream outputStream, Context context) {
    }
}
The dependencies in my pom.xml are:
        
            com.amazonaws
            aws-lambda-java-core
            1.2.0
        
    <dependency>
        <groupId>com.amazonaws</groupId>
        <artifactId>aws-lambda-java-log4j2</artifactId>
        <version>1.1.0</version>
    </dependency>
    <dependency>
        <groupId>org.apache.logging.log4j</groupId>
        <artifactId>log4j-core</artifactId>
        <version>2.13.0</version>
    </dependency>
    <dependency>
        <groupId>org.apache.logging.log4j</groupId>
        <artifactId>log4j-api</artifactId>
        <version>2.13.0</version>
    </dependency>
    <dependency>
        <groupId>com.github.edwgiz</groupId>
        <artifactId>maven-shade-plugin.log4j2-cachefile-transformer</artifactId>
        <version>2.8.1</version>
    </dependency>
and the build/plugins section for the shade plugin is:
        <plugin>
            <groupId>org.apache.maven.plugins</groupId>
            <artifactId>maven-shade-plugin</artifactId>
            <version>3.2.2</version>
            <configuration>
                <createDependencyReducedPom>false</createDependencyReducedPom>
                <transformers>
                    <transformer implementation="org.apache.maven.plugins.shade.resource.ManifestResourceTransformer">
                        <manifestEntries>
                            <Multi-Release>true</Multi-Release>
                        </manifestEntries>
                    </transformer>
                    <transformer
                            implementation="com.github.edwgiz.mavenShadePlugin.log4j2CacheTransformer.PluginsCacheFileTransformer">
                    </transformer>
                </transformers>
            </configuration>
            <executions>
                <execution>
                    <phase>package</phase>
                    <goals>
                        <goal>shade</goal>
                    </goals>
                </execution>
            </executions>
            <dependencies>
                <dependency>
                    <groupId>com.github.edwgiz</groupId>
                    <artifactId>maven-shade-plugin.log4j2-cachefile-transformer</artifactId>
                    <version>2.8.1</version>
                </dependency>
            </dependencies>
        </plugin>
When my Lambda starts I get the message:
WARNING: sun.reflect.Reflection.getCallerClass is not supported. This will impact performance.
I've googled this but haven't been able to fix it yet.  However, it doesn't seem to hurt anything.