[Facts] Re: Anglicizations of Welsh names
>Have the spellings Shon and Shan ever really been used?
They have, and they still are, even in Wales. Unless your relatives were very well-educated, literate people, the spelling of their names would have been entirely down to whoever was writing about them, at that point in time; name spelling wasn't standardised. In a newspaper from England or a non-Welsh-speaking area of Wales, journalists would almost certainly have transcribed the names by sound.