the direct integration of shelly is via virtual outs so isnt that diffent to mqtt i dont think - im sure either way would work but ive only done it directly
for direct integration of rgbw2:
set up the shelly with a fixed ip address
create a loxone virtual output with the IP address
create 5 x virtual output commands for RGBW - turn off use as digital output
there are 4 rgbw channels and the gain needs to be set at 100 to ensure you get full brightness at 100% otherwise the default 0 means you wont see any light output
each one has the command for on:
/color/0?blue=<v>
/color/0?gain=<v>
/color/0?green=<v>
/color/0?red=<v>
/color/0?white=<v>
i attach the gain channel to a constant set to 100 and then leave alone
to split the combined output of a lighting controller you can either use a formula block (somewhere on the internet/forums) or else a RGB lighting controller block which i found much easier
you will need to use the correction values of the output commands because the input is either 0-100 from the light block/formula or 0-10 for the rgb lighting controller but the shelly is expecting 0-255
i also use the repeat function of the virtual output to overcome any risk of the wifi messages not getting through but this is optional
hope that helps