JustAUser

Ok here ya go.  Try this.

STEP ONE:

On your Rage Hook Plugin.exe  right click and Run as Administrator

STEP TWO: 

HOLD DOWN SHIFT

STEP THREE:

wait for the Rage Hook Menu to appear.  I think this is what is happening.  The Rage Hook is not loading LSPDFR at all.  SO do this

STEP FOUR:

Look at the "Plugin Tab Menu"   Select "Load all Plugins"

Press OK or Exit

Let it load

Once loaded, go to nearest police station and press E to go on duty.

If it worked then great.  If that did not work then do the below instructions
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While in game

Press F4  Make sure you can see the Rage Hook console.  If you can do the following, to make sure that LSPDFR is loading correctly.
In Rage Hook Console type  this.

Load >  Press TAB  it will finish the sentence for you with LoadPlugin.   Then Type LSP >  Press TAB again and it will finish with LSPD First Response.dll  Press ENTER
It should load the LSPDFR 

Now literally run and Jump, While in mid air hit your F9 key.  It will reload the LSPDFR yet again and your model of your officer will change.  now try and see if you can pull people over with Shift.  Arrest someone with gun and press E.

IF THAT DID NOT WORK DO THIS:

literally download the newest Script Hook V,  LSPDFR 0.2b,  RageHook Plugin.   INSTALL IN YOUR GAME DIRECTOR IN THAT ORDER.