MacroDroid shell script non-root location permission denied

I am currently trying to run a simple shell script via MacroDroid. devices are Huawei and Samsung (Oreo not rooted).

in MacroDroid tried following locations:

/data/local/tmp/script.sh

/storage/emulated/0/MacroDroid/script.sh

/storage/emulated/0/Android/data/com.arlosoft.macrodroid/files/script.sh

MacroDroid reports permission denied:

/system/bin/sh: <stdin>[4]: /data/local/tmp/script.sh: can't execute: Permission denied

/system/bin/sh: <stdin>[4]: /storage/emulated/0/MacroDroid/script.sh: can't execute: Permission denied

/system/bin/sh: <stdin>[4]: /storage/emulated/0/Android/data/com.arlosoft.macrodroid/files/script.sh: can't execute: Permission denied

the script itself is working when running from adb shell:

adb shell

$ cd /data/local/tmp

$ chmod 0755 script.sh

$ ls -nZ script.sh

-rwxr-xr-x 1 2000 2000 u:object_r:shell_data_file:s0 ...

$ ./script.sh

In Terminal Emulator the script is readable (and passing as argument to sh works):

$ /data/local/tmp/script.sh

/system/bin/sh: /data/local/tmp/script.sh: not found

$ sh /data/local/tmp/script.sh

$ sh /storage/emulated/0/MacroDroid/script.sh

$ sh /storage/emulated/0/Android/data/com.arlosoft.macrodroid/files/script.sh

MacroDroid got all permissions granted in settings. Macros can create own log files in /storage/emulated/0

What is the proper location for shell scripts on non-rooted device?