By "shared online", do you mean you are syncing a collection in LR Classic (desktop) with LR CC (Web), and you want the filenames to be visible under the thumbnails when they are viewed as a grid in LR CC (Web)?
(Adobe's horrible naming requires us to be very precise with terminology.)
Yes. I created a collection a while back and when viewed as a web page there were numbers (1,2,3 etc) displayed with the images. Now I get nothing.
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I don't think you're doing anything wrong. Two choices, neither one of them are ideal. I don't see any way to make the filename appear on/under the image. You can either allow your clients to download the collection with watermarks on the images, or when individual images are being displayed there is an info icon on the right hand side of the screen that will display the filename. I don't think there is a way to display the filename on/under the image.
Thanks so much! I'd forgotten that when you click on a thumbnail image, the full view will have an info icon you click on to display the file name. Adobe doesn't make this very clear.