Looking to see if I'm wiring a multiwire branch circuit correctly
They aren't two separate circuits.  They are one multi-(hot)-wire branch circuit.
You will need to feed it from either 2 breakers handle-tied, or a 2-pole breaker.  This can be a GFCI breaker.  Unfortunately because it is 2-pole, using a GFCI breaker does not qualify you for 12” cover of burial depth so you must still be at the usual 18” for PVC conduit or 24” direct burial.
You could throw another gray wire into the pipe and make them 2 plain circuits, but that would mean 2 circuits to an outbuilding, and that is not allowed.
Unless the second circuit has a different voltage or form of control, for instance if it was switched from the house because you keep forgetting to turn off the shed lights.
A 3-way switch as a disconnect doesn't work, since there is no definitive &quot;off&quot; position which firemen can rely on to de-energize the structure, and further, 3-ways don't de-energize the structure at all. They simply exchange which of the 2 travelers is hot.
Other than that, your wiring is correct; you are using LINE and LOAD correctly.  The rule of thumb with GFCIs is that for any given cable, if any wire comes off the LOAD terminals, all wires must do so. Except for safety ground, obviously.
Your approach of splitting an MWBC into two simple sub-circuits is a common approach, and makes GFCI a lot easier to deal with.  When you make this split, after the split, GFCIs will work as in a simple circuit, and there is no further need to pigtail neutrals.   You must pigtail them in the switch box but not receptacle boxes.