In 9b136, it works well like:
$ ~/bin/jdk9b136/bin/jshell --class-path ~/.m2/repository/com/google/guava/guava/21.0/guava-21.0.jar
| JShellへようこそ -- バージョン9-ea
| 概要については、次を入力してください: /help intro

jshell> import
Documentation Main Test com java javafx javax jdk netscape
oracle org sun

jshell> import com.
google oracle sun

jshell> import com.google.
common thirdparty

jshell> import com.google.common.
annotations base cache collect escape eventbus graph hash html io math
net primitives reflect util xml

jshell> import com.google.common.io.*


jshell> com.
google oracle sun

jshell> com.google.
common thirdparty


But in JDK9b161, it doesn't work well:
~/bin/jdk9b161/bin/jshell --class-path ~/.m2/repository/com/google/guava/guava/21.0/guava-21.0.jar
| JShellへようこそ -- バージョン9-ea
| 概要については、次を入力してください: /help intro

jshell> import
com java javafx javax jdk netscape oracle org sun

jshell> import com.
oracle sun

jshell> com.
oracle sun

CAUSE:
The cause is JShellTool doesn't call addToClasspath and SourceCodeAnaysisImpl couldn't catch fileManager with classpath.

POSSIBLE SOLUTIONs:
1. Call addToClasspath in JShellTool with specified classpath
2. Remove addToClasspath methods and detect classpath automatically while constructing TaskFactory or MemoryFileManager