Stm32L4 microcontroller doesn't wakeup from shutdown
Mbed OS 5.11 (latest release) will automatically put the MCU in deep sleep for you, no need to use the STM32 Cube examples. See the power management docs. You probably want to enable tickless mode as well, by adding MBED_TICKLESS=1 to the macros section of mbed_app.json.

If you need standby (no register retaining) mode, see https://github.com/janjongboom/stm32-standby-rtc-wakeup