Those configs look correct at first sight. Please clarify. This kit, right?
https://www.sparkfun.com/products/13197
Does the Xbee on the shield work when it is placed on the explorer board instead? Does XCTU recognise it? (unplug USB before pulling off or replacing the Xbee) The Xbee on the shield will not be detected by XCTU when the Redboard or Uno is plugged into the USB port. The Xbee is isolated from the PC on the shield. Anyway, how is the switch on the shield set? DLINE or UART?
The only way you can check if there is a wireless link and they are both connected is to bridge Din and Dout of the Xbee with a wire. Then send data from a serial monitor program and it should return immediately. This the simplest form of null-modem connection. But don't make it permanent ofcourse (no soldering!) Also look at the leds on the shield and explorer The shield DIO5 led should blink when it is associated with the other Xbee.
The Explorer board does not have an associate led, but if you have the led and resistor available you should be able to hook it up yourself. Or just measure the voltage change on the pin. It should toggle a few times a second.
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EDIT: Now I am not sure if 2 End-devices (like your current configs) will make the associate led blink. The manual states between End device and Coordinator. My experience might have been with the later case]
You can also ask the Explorer board Xbee to scan what it is connected to: Use the ND (node discover) command in +++-command-mode. It should receive MY,SH,SL,DB and NI from each Xbee that responds. This can take a couple of seconds.
Where the pinheaders on the shield soldered by Sparkfun or did you have to do it yourself? If the latter, did you check for correct solderjoints with continuity with a meter?
Also keeping the shield en explorer regulator board too close together disturb each other. Keep them atleast a feet apart.