Your diagram shorts permanently pins L1, L2 and L3. Thus, functionality has gone…
Due to the fact, you want to control 4 possible states: O=off, 1=low, 2=middle, 3=high, you need at least two dry contacts and a central on/off switch. But the Shelly 2.5 doesn’t have dry contacts!
I would recommend
(A) a Shelly pro 2 (two separate dry contacts for the intensity) and a Shelly pro 1 (to switch the ventilation on/off), or
(B) three Shelly 1 (two for the intensity, another to switch on/off).
(A) has the merit to be mountable on a DIN rail - but is more expensive than (B).
If live potential has to be connected to pin L1 to turn the ventilator on, your sketch is fine! But I would recommend to wire the „I“ terminals of the Shelly in the middle and in the right to L1. Don’t know what happens if L2 and/or L3 are powered without powering L1! With my recommendation, you would avoid faulty situations…
I don't realy get what u mean, i'm very new to this 
You mean this?
Is this a dry contact?
Or do i have to remove the "I" from the first shelly?
The manual doens't say anything about dry or live contacts...
