I can't download your workspace.
But I have built something similar and is working fine
shape3d.fmw
Did you set the output dimension in the feature type properties?
1. Please upload the workspace again - it is not possible to download
2. Show a screenshot of the feature from the Inspector called CoordinateExtractor_Output
I found the problem with the help of the provided script by oscard. When I used the script, I received a message that the script was saved with a newer version - good to know. After checking the "new" result, I received a 2D shapefile again. So I checked FME of a newer version - I worked with FME 2019.2.2.0 b19813 20191202 and the updater found a newer version FME 2019.2.2.0 b19817 20200103, which I have now installed. During the installation I checked the changelog and found the following fix:
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FME 2019.2.2.0 b19815 20191211
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Shapefile: Fixed incorrect output geometry dimension when using pre-set
shape types pFMEENGINE-62406] C150378
Sounds exactly like my problem. After updating my FME and testing my original workspace, I got the result I expected - the dimension is 3D.
So thank you all for your help.