Weird, in my maya 2016, the fire effect is at the 'Effects' menu. And its not named as fluidShape, instead it is named as particleShape.
Its like fluids is one thing, and effects (Fire, Firework, Lightning, Smoke) is another thing. I can create fire, but it does not appears when i render with vray. Only works if i render as Maya Software.
Thats the thing i do not know how to make it work in vray render.