The way I believe Zed's shadow works is it creates another champ in the game temporarily (similar to when Illaoi pulls someones soul or Mordekaiser kills someone with his ult) but with special parameter attached to it (un-targetable, can't move, etc) but it's still doing damage coming from a source of him; Mordekaiser's ult, once a champion dies from it and are now his pet, still applies damage as if it came from him, so his Caitlyn pet would be able to proc electrocute.
Following this belief, a shuriken flying from Zed's shadow would be a separate ability. As such, it would count as a individual stack of electrocute respectively. As someone's who's played Zed, being able to proc your electrocute off of a properly timed combo is important for his damage but also a reflection of your skill.
In regards to electrocute not stacking off of a Lux ability+auto+passive, I believe this is because the game is treating the passive as an empower onto her auto attack, combining the two into one ability. Another example of this would be Varus, apply a blight mark with an auto and then triggering it with an ability, although I've not tested this so I am not sure.
I'm not a rioter and and this might not be the response you were wanting/the person you were wanting to respond, but I hope this was informative/helpful.