I have gotten my Sanctum of All to trigger multiple times now, but it never actually allows me to grab a srhine out of my graveyard and library on the same turn. The second I choose the first one, it puts it on the battlefield and moves to my next upkeep trigger.
It does properly pull up my graveyard and and library for me to look through.
I have tried selecting one out of my graveyard and library first; regardless it still only lets me choose one shrine from one location.