Example of a shortcode that uses pmpro_loadTemplate to grab it's template file.

pmpro_loadTemplate_example.php

<?php
/*
  [my_pmpro_addon] shortcode.
*/
function my_pmpro_addon_shortcode() {
	//load template
	$content = pmpro_loadTemplate( 'my_pmpro_addon' );  //will look for /wp-content/themes/your-theme/paid-memberships-pro/pages/my_pmpro_addon.php

	//maybe tweak the content a bit

	//return it
	return $content;
}
add_shortcode('my_pmpro_addon', 'my_pmpro_addon_shortcode');

/*
  Add a directory from this plugin folder to search when using pmpro_loadTemplate
*/
function my_pmpro_addon_pmpro_pages_custom_template_path( $default_templates, $page_name, $type, $where, $ext ) {
	$default_templates[] = dirname(__FILE__) . '/pages/' . $page_name . '.' . $ext;
	return $default_templates;
}
add_filter('pmpro_pages_custom_template_path', 'my_pmpro_addon_pmpro_pages_custom_template_path', 10, 5);

This recipe is included in the blog post on "How to Load a Custom Template for Membership Pages or System-Generated Emails" at Paid Memberships Pro here: https://www.paidmembershipspro.com/new-method-load-custom-templates-pmpro-generated-pages-system-generated-emails/