[Mistress of the Garderobe, checking in as requested]
"List" was actually a term for the selvage edges of fabric. The selvage strips would often be cut off before making the fabric into a garment because they were woven more tightly and stoutly to make a sturdy edge. Frugal types would save the "lists" and make them into carpets and shoes. (I have a couple references to orphans at work houses being put to task making list carpets and list shoes.)
It's not a common term during the 1795-1820 period; in fact, I've not seen it used in any of the fashionable literature, which leads me to believe list shoes are rather homely. From the descriptions, it should like list shoes are felted (made from woolen lists) and shaped like a loose boot, a slipper or a gaiter, definitely for a less affluent kind of wearer.
Hope this helps,
Louisa