Consider “horror movie”, “horror show”. Nouns can modify other nouns; it’s not new.
A shock wave is not the same thing as a shocking wave…
That is a different construction though. A shock wave is a wave of shock.
I’m sure that it is just the newspaper trying to save space in its headline. I’m not certain, because they could have just said “in New Hampshire Poll”, but I suppose that they thought that they should tell their readers that they were shocked by the poll.
I think what’s new and different is the use of “shock” as a synonym for “shocking.”
The original meaning of “shock” as a noun is “a sudden or violent blow or disturbance.” It has been used in this sense as an attributive noun for a long time. One example is the phrase “shock troops,” which are troops that attack suddenly.
One meaning of “shock” when used as a verb is “to cause a surprised, disgusted, or horrified reaction.” The usual meaning of “shocking” derives from this: “surprising, disgusting, or horrifying.”
In “Shock New Hampshire Poll” and “shock claim,” the word “shock” is used in the latter sense. That is, it’s intended to mean that the poll and claim are surprising or disturbing, not that they have delivered a sudden or violent blow.
This may just be an example of headlinese. News outlets like to keep headlines short because of limited space. This sometimes leads to humorous results, like “Red Tape Holds Up New Bridge.”
It’s not very new though; headlines have been using it for a century at least.
This is different from the “shock” example because “surprise” is a legitimate adjective with a different meaning than “surprising”. You can have a surprise party, a surprise visit, a surprise inspection, etc. The results of a surprise inspection may be surprising, but the two adjectives have different meanings. As for constructions like “shock event”, calling “shock” in this instance an attributive noun is IMHO just a flimsy excuse for bad writing, since the adjective “shocking” is clearly what is meant. Legitimate examples of attributive nouns are things like “telephone company” or “hardware store”. But then, I’m an old fogey who’s been chastised by young’uns for being overly prescriptive. 
This is a fundamental misunderstanding of what grammatical terms do. Whether it’s good or bad writing is opinion, but whether it’s an attributive noun is a matter of grammatical classification, and is not remotely the same thing as an excuse.
There is no such thing as a “legitimate” adjective or a “legitimate” attributive noun. “Legitimate” is no more meaningful a descriptor of an adjective than “pink” would be.
Clearly what I’m saying is that I don’t agree with that classification. Just because there’s such a thing as an attributive noun doesn’t mean that every noun can and should be used as an adjective and still be considered standard English.
Yeah, there is. “Surprise” appears in the Cambridge Dictionary as a noun, verb, or adjective. “Shock” can be a noun or verb but not an adjective.
Right, I get what you’re saying. Disagreeing with that classification is a bit like disagreeing that elemental mercury is a liquid, because you think metals should be solid at room temperature.
The second and third sentences have no relationship to the first.
Again: this is factual questions. What you like or dislike doesn’t enter into the factual classification of words in a grammatical context.
The OP isn’t asking about classifications – he’s basically asking whether the usage he cites is right or wrong – “Have the rules surrounding participles in English changed fundamentally since I was in 8th grade? These usages certain grate my ears.”
There really is no factual answer to that except to say that, objectively, using “shock” in an attributive sense is fairly common and has been for years. Whether it’s “right” or “wrong” – or more pertinently, whether the usage should be avoided – is a matter of opinion. Since it’s out there it’s probably silly to call the usage “wrong” but I think it’s stylistically ugly.