You can find more information about programming this particular remote on Programming your BlueSky TV remote control
We only directly support programming it to the BlueSky boxes, and to control the volume/power on your TV. That said, no guarantees it will work for other devices, but you can try searching for a setup code for the Blu-ray player by visiting https://www.urcsupport.com/urc_product/shaw-bluesky-tv-remote/ For Sony devices it looks like the codes might be 30158 or 32172.
Which Shaw remote do you have? Shaw's older Atlas remote should have little issue doing this. Their newer remotes, probably not going to work.
Which Shaw set-top-box do you have?