The problem is all fat is digested at the colon. But things have to be almost liquidated in order to exit the stomach and enter the colon. Because shortening or other, similar, half liquid, un-water-soluable substances tend to stick together they make the stomach work way too much. And because there is no enzymes to help it is all muscle work.
I think it depends on whether or not the shortening is hydrogenated. We have almost no ability to digest hydrogenated oils (transfats). But we can digest other fats and oils, particularly if we have the right balance of fats, oils and other nutrients.