My sister had the exact same problem
We eventually found out that it was because the owner of the animal shelter had put them near dogs also in the shelter and they had become traumatised and was so terrified
Also on another occasion my sister got a kitten from a shelter and it turned out the cat was born to be a wild cat she constantly showered the kitten with treats and toys and it was neevr happy and when it reached about 6 months she let it out and he returns once a month for a few treats but looks so much healthier in the wild belive it or not ?!!