His continued absence has increased speculation about his fate.
He was last heard from in March, when he released an audio message pledging allegiance to the Islamic State (IS) group.
Soon thereafter, Nigeria's military said it had recaptured all towns and cities from Boko Haram.
The military said on Sunday that it had freed 178 people held captive by Boko Haram in north-eastern Borno state.
It had also killed militants and captured a commander following airstrikes on the group's bases, it added.
In the eight-minute video, an unidentified young man speaks in the name of the Islamic State in West Africa calling on people to be patient: "We are still present everywhere we had been before."
The video shows the militants attacking a security checkpoint, seizing weapons, and slitting the throat of a man dressed in a police uniform.
Mr Shekau also failed to appear in a Boko Haram video released in June.
BBC Nigeria analyst Naziru Mikailu says this will renew speculation that he is either deep in hiding, or has been wounded and even killed.
Regardless of Mr Shekau's fate, it is clear from the video that some militants in Nigeria are still determined to fight, he says.
The video is gruesome, but its production sleek and this suggests that it was produced with the help of IS-allied propaganda units, he adds.
The young militant spoke in the regional Hausa language, with an accent from the Kanuri ethnic group, to which Mr Shekau belongs.
Mr Shekau became Boko Haram leader following the killing of the group's founder, Muhammad Yusuf, in police custody in 2009.
Previous reports about his death proved to be untrue.
The US government has offered a reward of up to $7m (£4.6m) for information about his location.
IS is based in Iraq and Syria, has a foothold in Libya, and has vowed to create a global caliphate.
Credit: BBC
We already no that cos Gej killed him before he adept defeat
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