Do you mean that you have a Shelly in one location and your MQTT server in another? Are you using an Internet connection?
If so, make sure you consider whether you want your information flowing unencrypted over the Internet. Also make sure that you are securing both ends carefully.
Another approach might be to put another MQTT broker at your remote connection and then get the 2 MQTT brokers to talk to each other and sync the appropriate topics. Since MQTT brokers do support TLS, you can more easily encrypt the traffic. You can also keep the Shelly device isolated from the Internet - trust me, that is a "Really good thing"