The Gold Shortlist is only available for Gold Managers. It is a cross Game World shortlist to which up to 250 players can be added that you might be interested in signing for more than one club under your control.
Whilst adding a player to your club's shortlist, you also have the option of adding them to your Gold Shortlist and this is done by selecting Add to Gold Shortlist? The player is then added to a predefined group based on the properties of the player, for example 90+ Rated Players.
In order to receive Club Messages about the players on your Gold Shortlist make sure you have added them to a club's individual shortlist as well.
The benefit of a gold shortlist is it saves time that would otherwise be spent adding the same player to the shortlist for multiple teams. It also simplifies the process of creating a new shortlist for any new club that you take control of as there would already be a predefined shortlist available.