Apply the WordPress the_content filter to the level description and confirmation message so that you can add shortcodes or other content in this area.

pmpro_content_filter_description_confirmation.php

<?php // Do not copy this tag
/**
 * Apply the WordPress the_content filter to the level description and confirmation message 
 * so that you can add shortcodes or other content in this area.
 *
 * Add this code below to your PMPro Customizations Plugin - https://www.paidmembershipspro.com/create-a-plugin-for-pmpro-customizations/
 */

// Apply the_content filter to level description.
function my_pmpro_level_description( $description ) {
	return apply_filters( 'the_content', $description );
}
add_filter( 'pmpro_level_description', 'my_pmpro_level_description' );

// Apply the_content filter to level confirmation message.
function my_pmpro_confirmation_message( $message ) {
	return apply_filters( 'the_content', $message );
}
add_filter( 'pmpro_confirmation_message', 'my_pmpro_confirmation_message' );