Just to make sure, are you playing the latest version (0.28.181.39e), and not one of the previous recent releases (39a-d)? I remember at one point turtles weren't showing up in the embark options, but this was fixed with one of the latest releases.
Ah! I'm playing the latest release now, but I embarked with an earlier release (and my other, preliminary starts were with that same release). Maybe that's why there were never any turtles at embark...
Well, my superbly-skilled swordsmith - one of my original dwarves - has gone insane and drowned himself (just up-river from our well - ugh! - in an inaccessible location). That's three suicides in a row due to the lack of shells.
But I can't blame his death on anyone but me. I'm still getting a hang of how much thought was actually given to this game. (Maybe I'm not smart enough to play it.) I finally noticed all the delicious fish dinners my cook was producing,... and realized that salmon, steelhead trout, and arctic char were probably NOT being caught in good turtle habitat! Heh, heh. Yeah, it takes me awhile...
So I removed all the fishing zones I'd set up and sent my fishermen to tiny mud-puddles, instead. You guessed it, they started catching turtles instead of salmon.
I still don't have any shells, because no one is eating the prepared turtles. I suppose I'll have to forbid the hundreds of prepared meals my cook has created. But the next time some moody dwarf demands shells, I should be OK. (What do you want to bet that no one will need them now?)
Bill