Ahri isn't naturally squishy. If you're building her as a glass cannon assassin she is... if your build is more of a prolonged teamfighter build with core items like
+
he shouldn't one-shot you... not before you can ult into the next county at least.
Shaco is someone I've played a lot. He's fun but he's actually pretty weak right now. His early game is good... his ganks are brutal and he can invade the enemy jungle well. That's about IT. The biggest threat from Shaco is that he can and will make the first 10 minutes of the game a nightmare. Pretend he's Eve and just accept that him being on the enemy team means you need to play safe. If he doesn't get fed, he's unable to be an assassin lategame and he'll be reduced to an annoying splitpusher and little else.
How you beat Shaco is by keeping him from pushing the game into the kind he wants it to be. Shaco wants to... gank early, snowball himself or preferably his laners a lot early... have THEM win lanes and get a huge lead... and then finish the game before his lack of endgame power gets his team stomped. If your team loses to him early... or you can't deal with a splitpusher AT ALL... you're gonna have a bad time. Lategame he's a sub-par Rengar. He CAN appear in the middle of your team and attack a squishy, but he'll die almost instantly and if he used his stealth to get in, he's got no way out. If he's fed, he might not care if he dies as long as he can blow up your carry. If he's not he'll probably just appear in five people, get CC'ed and die.
Early game, you avoid Shaco by playing your lane safe and respecting that this is when he is VERY STRONG. He's an ambusher, so play under the assumption that if you don't see him on the map, he could be setting up a trap for you in every bush you see. Late game, if your team hasn't fallen behind much, you can usually just engage teamfights 4v5 when you see him start splitpushing. Even a little behind you can win a 4v5 fight... then shove towers down way harder than he likely can... or even send a person back to chase him off. He's slippery so you probably won't KILL him, but keeping him from accomplishing anything is enough. The only time late game shaco is scary is if you're squishy and alone (And why would you EVER DO THAT!?) or if he's fed as hell. Don't let him get fed as hell. Play smart. Shaco only wins if he outsmarts you... he stomps on reckless laners and overly-cocky and aggressive players. Don't be one. Not until he's fallen off, at least.