It is possible to create such a Shelve CL.
To do this, it is necessary to:
- Remove ("Mark for delete"):
- //SOME/P4/PATH/scripts/qemu
- Create a symlink with the same name.
- Add this new symlink to the Shelve CL ("Mark for Add...").
- "Shelve..." the removed and newly added files/symlink.
However, an error will occur when unshelving this Shelve CL:

In other words, Perforce is somewhat limited in this regard.