Soldering the pins is not just to hold the header in place. The solder provides the connection between the pin and the PCB. You need to solder EVERY pin. Look at the resistor R1 in the first picture. The soldering of the lead towards the edge of the board looks good. The other lead does not look as good.
In picture 3, it looks like many of the header pins are not soldered at all.
Is the LED inserted the correct way? Once the legs are bent, it's impossible to tell from the photo which one is longer, so it's impossible to tell that it is inserted correctly.
Does the shield show 5V on the 5V rail pins?