shRNA knockdown not showing with Western
I assume that you transfected the plasmid directly not producing viruses. If you want stable transformants, you might want to subculture them and maintain a bit longer. It is because efficiency of integration of plasmids into genome could not be that high--less than 0.1% of population obtain stable resistance by integration into genome. After 6 days, cells were still healthy in your case. This means you might get good transfection efficiency and after several times of cell division, your plasmids were diluted and the effects might be low even if cells maintain resistance against puromycin.

If transient expression (KD) works in your experiment, you might want to check expression level of your target at day 2 or 3. If you prefer stable cell lines, you can increase puromycin concentration, and if you agree, you pick up single colonies after cells not having plasmids in genome are dead. Among these colonies, some have more plasmid copies other have less. You can choose cells least expressing your targets as well as moderately expressing cells if you want. Because you might want to see expression level dependency.

For some cells, 5ug/ml puromycine is used according to this link.