Hello!
Thank you for making a bug report!
As this is shown, this is correct. The Hex can only replace a monster that is NAMED specifically on a card. For example, the “Dark Magician” named on Red-eyes Dark Dragoon, and “Fallen of Albaz” named on each of the other cards are valid replacements for the The Hex. Mudragon is using them as Dark attribute-ed monsters and different types.
Shaddoll Winda does not have a NAMED monster on it, simply accepting Any shaddoll monster name. Because of this, it is not possible to use The Hex for its fusion summon.
What I believe you are looking to send with the Branded Fusion for the summon of Lumbartion, a Shaddoll monster and The Hex Dark to make the Hex Fufill the “Fallen of Albaz” requirement. The summon after that would use the Shaddoll name and The Hex (As the Dark) for your Shaddoll Winda summon.
Once again, thank you for making a bug report. If you have any questions, please feel free to reach out to us on the Duelist Unite Discord in either the #rulings channel or the #Omega_support channels.