I looked at the latest DSPC-8681E_UserGuide_0_7.pdf, I didn't see any HUA demo. And I checked latest MCSDK 2.1.2.6, there is no such .sh files you mentioned. I thought those are your script files to load your HUA image to 8681 via PCIE interface.
Some suggestions:
1) Without using PCIE and script, can you load the image via JTAG to DSP? If HUA demo works, then it is the problem of your PCIE loading.
2) If CCS load doesn't work, did you use the correct patch for 8681-E to build your demo?
Also, you can check http://processors.wiki.ti.com/index.php/MCSDK_HUA_Demonstration_Guide to see if helps.
Regards, Eric