Yeah--to clarify for future searchers:
To do any of the Calibration Shapes tests that require changing parameters via g-code while printing (eg. temp control, retract settings, flow rate, etc) with Cura 5.1.1 and an old-school Ulitimaker 2 :
Change the Machine Settings -> G-code flavor to "Marlin". This allows for G-code to override UM2's controls.
When doing a Retract Tower test, you might need two instances of the RetractTower Post Processing Script, one for speed, one for distance.