Hello and thanks for the post. Sagas do take up inventory space. Inventory is an abstraction of both the physical equipment and cognitive load you carry. While Sagas don’t take up physical space, they do take up mental space and therefore appear in your inventory.
The fatigue boxes are used to track fatigue separately, for ease of use. In the form fillable PDF, they’re used to automatically track inventory and fatigue.
Shout does cause fatigue; the example character sheet needs to be corrected and will be in a future update.
Hope this helps, thanks for your post.