From what i have seen and read, shock loss rarely occurs in the recipient area, regardless whether grafts are implanted between native hairs or not. Even when it occurs, it is even more rare that shock loss is permanent. As mentioned by dr. Mejia in another recent thread, IMO the issue of transection of native hairs is a non-issue as it is very difficult to actually kill a native follicle.
Shock loss in the donor, however, seems to be more common. It happened to me, but it is not such a big deal, as hair is covering the shock loss region. I just need to tough it out and wait for regrowth.