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While attemping to inject the shellcode into other processes I noticed that the messagebox often doesn't show up.
I won't list the failing processes since there are too many of them. There are even processes that completely crash
upon injection. Examples of these include most Modern UI apps. The box shows up with the following processes:
notepad.exe, pdfxchange viewer, hxd.exe (despite being 32-bits), a small tool written by my brother in C# (.NET), and cmd.exe. There might be furthers but the chosen technique is only good if you want to study cody injection with these processes. As for now I didn't figure out what the root cause of the problem is.
A possible explanation might be the bruteforcing of syscalls in a very critical environment.
E.g. in a Modern UI process we cannot just close handles, signal events, send alpc messages, and do further things.
That's however exactly what the shellcode does and it might explain the inexistence of the messagebox and the instability of the target process.