Disheartening to read you have had this experience. I just did a shop for them. You shouldn't have to do this but maybe you should email Nancy and ask what's up? Maybe we need to add something but if you are not a US citizen, you cannot and should not fill out a W9. It's not applicable to us.
Keep us updated please
I've done three shops through ISS for Mystery Shopper Services and BMA in May, and haven't been paid for either. Not sure I want to keep using ISS