MKR GPS Shield with MKR WAN 1310

Hello,
I'm trying to use the GPS Shield with the MKR WAN 1310 board.
I've tried connecting the shield with both the included I2C cable and plugging it directly on top of the MKR board, and I've uploaded the code example for the shield, changing the mode in begin() appropriatly, and the available() method always returns 0.

Is there something I missed that will make it work?

GPS signals are blocked by buildings, so your GPS shield may not work indoors. If possible, try it outdoors, or at least as close as possible to a window (because plain glass interferes less with the GPS signal than other common building materials).

I've tried using it close to an open window and it still shows 0 on .available().