I would set it up like this. Everything you have in Calibre Web, or only on a shared shelf, will show up in your Kobo reader book section and is ready to download.
No plugins or extra software, it just works.
https://brandonjkessler.com/technology/2021/04/26/setup-kobo-sync-in-calibre-web.html
Yeah, I’m missing this so hard from Reddit :( It should be possible to group subs I’m not subscribed to too!