VBA How to add a new line in a MsgBox message

How do you add a new line in a MsgBox message ?

Trying to put these 3 lines into one MsgBox message:

  MsgBox "Shape 1 Name: " & shp1.Name, , ""
  MsgBox "Shape 2 Name: " & shp2.Name, , ""
  MsgBox "Shape 3 Name: " & shp3.Name, , ""

This works:

  MsgBox "This information is on the first line. " & vbNewLine & _
         "This information is on the 2nd line. " & vbNewLine & _
         "This infornation is on the 3rd line. "

This doesn't:

  MsgBox "Shape 1 Name: " & shp1.Name, , "" & vbNewLine & _
         "Shape 2 Name: " & shp2.Name, , "" & vbNewLine & _
         "Shape 3 Name: " & shp3.Name, , ""

The whole code:

' Button alpha ALL IPB
Sub Button_alpha_ALL_IPB()

Dim rng As Range
Dim shp1 As Shape
Dim shp2 As Shape
Dim shp3 As Shape
Const DIA As Single = 9
Const LINEWGHT As Single = 1

On Error Resume Next
Set rng = Application.InputBox(Title:="1/4 Select Shape Range", _
                               Prompt:="",  _
                               Type:=8)
  Set shp1 = ActiveSheet.Shapes.AddShape(9, rng.Left + 5, _
                                            rng.Top + ((rng.Height - DIA) / 2), _
                                            DIA, _
                                            DIA)
    With shp1
    .Name = Application.InputBox(Title:="2/4 Enter Name Level 1", _
                                 Default:="_L1", _
                                 Prompt:="",  _
                                 Type:=2)
    .Shadow.Visible = False
    .Fill.Visible = True
    .Fill.ForeColor.RGB = vbGreen
    .Line.Visible = False
    .Line.ForeColor.RGB = vbRed
    .Line.Weight = LINEWGHT
    .Line.Transparency = 0
    End With
  Set shp2 = ActiveSheet.Shapes.AddShape(9, rng.Left + 19, _
                                            rng.Top + ((rng.Height - DIA) / 2), _
                                            DIA, _
                                            DIA)
    With shp2
    .Name = Application.InputBox(Title:="3/4 Enter Name Level 2", _
                                 Default:="_L2", _
                                 Prompt:="",  _
                                 Type:=2)
    .Shadow.Visible = False
    .Fill.Visible = True
    .Fill.ForeColor.RGB = vbGreen
    .Line.Visible = False
    .Line.ForeColor.RGB = vbRed
    .Line.Weight = LINEWGHT
    .Line.Transparency = 0
    End With
  Set shp3 = ActiveSheet.Shapes.AddShape(9, rng.Left + 33, _
                                            rng.Top + ((rng.Height - DIA) / 2), _
                                            DIA, _
                                            DIA)
    With shp3
    .Name = Application.InputBox(Title:="4/4 Enter Name Level 3", _
                                 Default:="_L3", _
                                 Prompt:="",  _
                                 Type:=2)
    .Shadow.Visible = False
    .Fill.Visible = True
    .Fill.ForeColor.RGB = vbGreen
    .Line.Visible = False
    .Line.ForeColor.RGB = vbRed
    .Line.Weight = LINEWGHT
    .Line.Transparency = 0
    End With
  
  MsgBox "Shape 1 Name: " & shp1.Name, , ""
  MsgBox "Shape 2 Name: " & shp2.Name, , ""
  MsgBox "Shape 3 Name: " & shp3.Name, , ""

'  MsgBox "This information is on the first line. " & vbNewLine & _
'         "This information is on the 2nd line. " & vbNewLine & _
'         "This infornation is on the 3rd line. "
'
'  MsgBox "Shape 1 Name: " & shp1.Name, , "" & vbNewLine & _
'         "Shape 2 Name: " & shp2.Name, , "" & vbNewLine & _
'         "Shape 3 Name: " & shp3.Name, , ""

'  On Error GoTo 0
End Sub

Thank you!