Al-Hadari is serving a four-month ban imposed on him by world governing body FIFA for violating his contract with Ahli to join Swiss side Sion in February 2008 but he bizarrely asked Shehata to name him in Egypt's 21-man squad for the Qatar match.
The highly-successful tactician told him he would not be able to call up any player who is not playing regularly with his club.
Al-Hadari fell out with Zamalek, the club he joined in the summer, and is close to agreeing a deal to move to Sudanese giants Merreikh when the transfer window re-opens in January.
Fans favorite Abdul-Wahed Al-Sayed has become Zamalek's undisputed number one after Al-Hadari was suspended.
He also overtook the 37-year-old as Egypt's first-choice goalie.
The Pharaohs face Qatar away from home on Thursday but are without European-based players Mohamed Zidan and Ahmed Elmohamady.