Difficulties wiring neo-6m GPS with Mega2560

I just bought a GPS shield based on ublox neo-6m chip.
I also use the Elegoo Mega2560 as a controller.

I have read alot of forum posts on the subject but none of them had the specific hardware that I have. There are 2 jumpers on the shield which I can use to link to digital pins 0 through 7 for TX and RX.

I have tried every pin setup imaginable and still get no data. I also tried to remove the jumpers and use dupont jumper wires connected to pin 18 and 19 (RX and TX on the Mega).

Using the TinyGPS++ library with the FullExample.ino I only get output full of *** on all columns.

FullExample.ino
An extensive example of many interesting TinyGPS++ features
Testing TinyGPS++ library v. 1.0.2
by Mikal Hart

Sats HDOP  Latitude   Longitude   Fix  Date       Time     Date Alt    Course Speed Card  Distance Course Card  Chars Sentences Checksum
           (deg)      (deg)       Age                      Age  (m)    --- from GPS ----  ---- to London  ----  RX    RX        Fail
----------------------------------------------------------------------------------------------------------------------------------------
**** ***** ********** *********** **** ********** ******** **** ****** ****** ***** ***   ******** ****** ***   0     0         0        
**** ***** ********** *********** **** ********** ******** **** ****** ****** ***** ***   ******** ****** ***   0     0         0        
**** ***** ********** *********** **** ********** ******** **** ****** ****** ***** ***   ******** ****** ***   0     0         0        
**** ***** ********** *********** **** ********** ******** **** ****** ****** ***** ***   ******** ****** ***   0     0         0        
**** ***** ********** *********** **** ********** ******** **** ****** ****** ***** ***   ******** ****** ***   0     0         0        
No GPS data received: check wiring
**** ***** ********** *********** **** ********** ******** **** ****** ****** ***** ***   ******** ****** ***   0     0         0

I noticed on some posts that people got time but all other columns where full of ***. Like this :

FullExample.ino
An extensive example of many interesting TinyGPS++ features
Testing TinyGPS++ library v. 0.92
by Mikal Hart

Sats HDOP Latitude   Longitude   Fix  Date       Time     Date Alt    Course Speed Card  Distance Course Card  Chars Sentences Checksum
          (deg)      (deg)       Age                      Age  (m)    --- from GPS ----  ---- to London  ----  RX    RX        Fail
---------------------------------------------------------------------------------------------------------------------------------------
**** **** ********** *********** **** 00/00/2000 00:00:00 71   ****** ****** ***** ***   ******** ****** ***   159   0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 182  ****** ****** ***** ***   ******** ****** ***   321   0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 259  ****** ****** ***** ***   ******** ****** ***   483   0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 336  ****** ****** ***** ***   ******** ****** ***   645   0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 412  ****** ****** ***** ***   ******** ****** ***   807   0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 489  ****** ****** ***** ***   ******** ****** ***   969   0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 565  ****** ****** ***** ***   ******** ****** ***   1131  0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 642  ****** ****** ***** ***   ******** ****** ***   1293  0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 720  ****** ****** ***** ***   ******** ****** ***   1455  0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 796  ****** ****** ***** ***   ******** ****** ***   1617  0         1       
0    9999 ********** *********** **** 00/00/2000 00:00:00 873  ****** ****** ***** ***   ******** ****** ***   1779  0         1

I understand that obtaining the time but no other columns means there is no connexion to any satellites. I know I have to get outside on a clear sky in order to connect to any satellite. All I want for now is to be able to wire the thing properly. Using the shield I believe I should not have to wire anything, am I right?

There are 2 jumpers on the shield which I can use to link to digital pins 0 through 7 for TX and RX.

Pins 0,1 would conflict with the Serial Monitor connection, 2,3,4,5,6,7 cannot be used for software serial on a Mega, I am guessing your program uses software serial (hint).

I also tried to remove the jumpers and use dupont jumper wires connected to pin 18 and 19 (RX and TX on the Mega)

And you changed the Fullexample.ino program to read the GPS on Serial1, thats a guess (hint) ?