Considere:
Sub ShapePicker()
Dim sh As Shape, st As Variant, Llist As String
Dim ty As String
Dim nm As String
Dim r As Range
Dim ary As Variant
For Each sh In ActiveSheet.Shapes
ty = sh.Type
nm = sh.name
Set r = sh.TopLeftCell
If ty = msoOLEControlObject Then
If Not Intersect(r, Selection) Is Nothing Then
If Llist = "" Then
Llist = nm
Else
Llist = Llist & "," & nm
End If
End If
End If
Next sh
ary = Split(Llist, ",")
ActiveSheet.Shapes.Range((ary)).Select
End Sub