I assume it’s wanting photos of your passport and the EZ Way part should be fine nowadays, but I’d be prepared to have issues with Shopee because their KYC system and EZ Way integration aren’t really set up for foreigners, let alone foreigners without an ARC (you presumably don’t have a Chinese name on your ID?):
Who is “they”? Shopee or the seller? If the seller is e-mailing you, it’s possible you might have somehow got past the part where Shopee causes problems.
If you mean the Shopee notifications/e-mails about registering with EZ Way, well… good luck.