So if this is your shield, I own a different one.
On the right hand side there are 3 rows of pins, one row for RX, one for TX and one for the pins to the arduino. The pins in the RX row and TX row are all connected.
Remove all connectors on these pins.
Connect by seperate cable RX to arduino mega pin 18, TX to mega pin 17. This makes the connections for Serial1, same use as Serial.
ALexander