When you're interested in a player, always check his PPM's for "shoots from distance". Inside forwards with this PPM, such as Shaqiri (or Ronaldo, Schurrle, Nani, Robben etc), are the worst kind. You could try and get him to stop it via PPM training, but I've never ever managed to get any player with the shoots from distance PPM to forget it either in this year's game or last year's. In FM13 I managed to get Schurrle performing pretty well in a Southampton save by setting long shots to rarely, severely limiting his creative freedom and unticking the roam from position -box, but I have no idea how to do the same in FM14, if it even is possible.
Unfortunately, you basically have two options: play him as a winger on the left, which will significantly reduce the amount of long shots he takes (or at least did for me) and in turn improve his performances. Or cut your losses and sell him. Either way, be sure to always check for that PPM, especially if the player in question is going to be used as an inside forward, since that really is a dreadful combination.