Review says "Shared Policy xxxx allocations for a form 1095A linked to a business... are not supported." What do they mean by "not supported" ?

You have a small business and also have insurance through the government exchange, evidently. This creates a complicated situation, and then you also share the policy with someone else, which makes it even more complicated. 

You can deduct your health insurance premiums directly from your income since you are self-employed, but the deduction is limited by your premium tax credit, which is reported on your form 1095-A. That calculation is complicated enough by itself, but when you throw in another person on the policy and have to do that allocation as well, TurboTax cannot process that calculation.

So, when the message says "not supported" it means it cannot be processed by using TurboTax. 

Often this occurs when there is disagreement on the way to interpret regulations promulgated by the IRS. In other words, the regulations are not clear, so TurboTax cannot find a reliable enough interpretation to provide that calculation in the program.

You can choose to report all of the insurance information from the form 1095-A on your tax return, and that should resolve your issue and provide for the correct calculation of your self-employed insurance deduction and premium tax credit refund or repayment. 

Did this answer help you? I have the same situation and I am not sure what to do. If I am not the main policy holder, but paid for all of the premiums and the other insurance holder paid for none....

But the IRS allows you to deduct the cost of health insurance for your family including non-dependant children un the age of 27 as a business deduction.  Why does Turbo Tax not support this?