The Shyvana situation was a dumb miscommunication where Riot somehow didn't realize the lore presented to us on their site was different from the "internal" Shyvana lore. At the end of the day, it was probably an honest mistake, but now that they KNOW the mistake, I'm hoping they make an effort to take this mistake into account (and how players are attached to a different story than the one they newly presented us).
The Darkin I like being FROM Runeterra. Making them aliens or any sort of other-wordly beings was stepping on the toes of the Void, who make for (imo) a better other-wordly threat, and the Darkin were overall made more interesting by it. As usual, retcons come with growing pains, but overall I think its good. Nasus needs a bit more explanation, but he was addressed in several stories (the one where the Darkin gather and the one where Taliyah sees the capital has people in it again), and from his mentions/appearances, we can infer he basically thought he was a failure and fell into a state of depression. He basically went Yoda on us, into exile and didn't involve himself until something changed his mind (probably the return of Azir). I don't remember Nasus's lore super well, but iirc, he (at least in old lore) used to have limited future vision (again, kind of like Yoda) so maybe his self-reintroduction to the world stems from that too. More info on Nasus specifically would be nice.
The Lux comic I assumed she just came back...I haven't read "For Demacia" in a while, but this seems like a perfectly logical explanation: she remained in Demacia so she could help more mages get to safety. The only thing that doesn't add up is Garen's acceptance of Lux's magic: in For Demacia, he is having a lot of trouble processing it still, even to the point where he won't admit it. But I think this could be slightly tweaked to fit the canon still. Simply make Garen have trouble accepting it rather than being in denial. It still makes sense to the stubbornness of his character that despite his acknowledgment of trusting Lux, he doesn't trust her magic yet. He was raised in an extremely anti magic environment, so I don't think the events of the comic were enough, and seeing him struggle with it more in some fashion makes sense. You're right that For Demacia doesn't work perfectly anymore, however. The comic kind of still left gaps and while I enjoyed it, felt more like setup than anything else.
I agree that retcons are annoying, but what's more annoying is when things are made clear so they _feel _ like retcons, like the "For Demacia" situation. It often does feel like they change a character on a whim just because someone came up with a good idea. I'm all for good ideas, but that doesn't mean you just change everything in service of the idea. There needs to be some consistency. Its like the whole Volibear divide, which was literally caused by one story. Sure it was one of League's best short stories, but its NOT the fantasy most Volibear fans want. So now we have this divide of people who want wise armor bear and people who want terrifying eldritch bear. It was a great idea, but it wasn't what Volibear needed. He needed more consistent lore.
And that's just one example. There are way more when you start looking at Champ VGUs. To be fair, a few of the recent one's have been great, and chose to build on the lore instead of just coming up with the next big idea. Pantheon, Akali, Irelia and Mordekaiser are examples where I thought they did a really good job on lore-wise, they kept what we loved about the characters, made them fit better in the world and expanded upon them. Also, VOs are way better, to the point where serviceable yet old VOs sound like a joke.
Let's hope VGUs continue this pattern, because while I don't agree with your examples, I agree that there needs to be way more consistency in the lore. I am tired of fearing the next big update because who knows if my favorite thing will be retconned OR done perfectly? Here's hoping for more of the latter.
