If your device blocks shortcodes, it does not mean that messages do not come in. In the case of shortcodes, you have to call t-mobile and ask them to block everything (outgoing AND INCOMING). And this relates to another certain type of messages you may get or send.
To UNBLOCK shortcodes (to send or reply) you also need to call t-mobile. Their websites are crap. My T-Mobile is not bad but they definitely need a much better web-designer. Support site (this site) is the epiphany of crappy websites. And My-Tmobile and T-Mobile app also can use great improvement. For example, T-Mobile should add all control options for shortcodes so that we can easily control this instead of having to call them.
Seriously, T-Mobile, fire your web designer!!! For the love of God, your sites suck and your apps suck! What is wrong with you?
I have everything blocked but T-Mobile are still sending me codes I do not want. My number is blacklisted for every store in the USA all 50 states