There are, at least, two artists known as Shock. 1) A UK-based experimental new wave music, dance & mime troupe, who recorded a series of singles, in the early 1980s (aka SHOCK (UK)). Two prominent members - Tim Dry & Sean Crawford - went on to form the 'new wave' duo Tik and Tok & appear in the Return of the Jedi film. Another prominent member was Canadian-born Barbie Wilde - best known, outside music, for portraying Female Cenobite in several "Hellraiser" films - made several music recordings & appeared in many '80s music videos, often for other musicians. (More info' on Wikipedia.)
