In modern english, we won't use "shall" and "should"
to instead of "will" and "would"...but in old style english, especially in British English, I, we, they were followed by should, others were followed by would, this is what I learnt from the Educational TV programme.
I might have misread the whole thing. I'm definitely aware of the older/formal usage of should.
But in a current context I might say "I should be grateful for it, but I can't." It refers to something that's supposed to be the case but isn't.
Or "I would be grateful if ..."; there's a condition to it, but it might happen.