Are you using the ruler designer?
If so, I'd hazard a guess that the Coat of Arms you're looking for is grouped under the COAs under the Catholic tab in the second section of the ruler designer. Selecting that tab and choosing a shield from the Catholic COA tab in the second section of the ruler designer will allow you to select any COA under that tab... but will have no effect on the actual religion of the character, as that is selected in the third section of the ruler designer by a seperate dropdown menu for picking the ruler's actual religion.
In the second tab, for a Germanic ruler, I can only select the Layout of "Plain", which has 64 slots, each of which are different icons, but these do not allow selection of an emblem. For Catholic rulers it works fine, and I can select the emblems I want from the CoA pack, but changing back to Germanic resets it.
Mostly, I just want to create a custom ruler that uses one of the new emblems.