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Virtualbox 5.2.12 r122591 running on Windows 10 Pro x64 host (Insider build 17672, slow ring)
Windows 98 SE Polish version (also tried English ISOs).
General issue shows up as follows, with a crash of Explorer.exe: Following the settings from the guide @ Windows 98SE step by step, skipping just the parts with:

• PS/2 mouse
  HDD has 2GBs
  network is set to NAT

I got this error instead, after trying with the PL version: I'd be grateful for any suggestions. I've also tried disabling VT-x/AMD-V in VM settings, and changing Paravirtualization interface to Legacy, however without success.

Edit1: I have now also tried the command from the same post, 8. Troubleshooting section. Also disabled Bitdefender Antivirus free edition (will uninstall it later), no success either. The SHELL32 error displays.

The Tutorial Tutorial: Windows 95/98 guest OSes was recently updated. A reading may be of value

I'm afraid that VirtualBox does not provide any missing DLLs for Win98, or for any other guest OS. This isn't a VirtualBox problem hence no VirtualBox settings change will fix it.

I suggest that you Google for "SHLWAPI.DLL Win98" - my quick test turned up a few hits.

Paravirtualization has no meaning to a Win98 guest. Only later Linux and Windows post Win8 (Win2008 server+) have hypervisor clients built in.

Disable VT-x/AMD-V in VirtualBox Configuration_machine/System/Acceleration.

My Win98SE VM runs perfectly well with VT-x enabled. Why do you think this is necessary?

On some hosts (e.g. OS X or hosts that have lots of RAM), you don't even have the choice: VT-x will be enabled regardless of this setting.