I know from experience that danish oil prevents the glue from adhering good. If you coat the shafts with danish oil and have the time to wait a week or two before fletching it gets better. I have no experience with shellac, I dont get why you should seal a shaft twice...
I use saunders glue and always put a drop of glue on the front and back of the fletching, then I wrap fletching thread around the front and sometimes I wrap the entire fletching
greeting
stefan