I tried to set my Home Station like "Home Shuttle Depot: [entity=character]", but the shortcut keep saying "No home station set for navius".
I tested using "Home Shuttle Depot" and everything works fine! The problem appears to be when I use '[entity=character]' in the name.

Thanks.

I fix the problem. I setup my Home Station to "nauvis:Home Shuttle Depot: [entity=character]". I think the ":" that I was using was the problem!

Thanks.

Correct. The ":" is used if you want to configure different home stations on different surfaces. And because of that, you cannot use it in a single station name.
But your workaround is a good idea, also for other players.