For citrus flavours, you have 2 basic options, oils or zests. Since no liquid is added to shortbread dough, it’s not really a good idea to add citrus juice to it. The best way to get the flavours are by adding the dry zest, but be sure not to zest to deeply as the white pith is very bitter and doesn’t really have that much citrus flavour.
I recommend using a microplane zester ( Such as this Microplane Stainless Steel Zester
Another option is to use citrus oils, though only ones that say they are for food, as many oils are used for cleaning. These will not leave small pieces of zest in the cookies, which are usually too small to feel in the mouth, but some people may not care for them. They aren’t that easy to find, aren’t cheap, but will not colour the cookies in any way.
For chocolate shortbread, chips or chunks work best, but they will make the dough difficult to slice and fairly impossible to roll evenly. If slicing chocolate chunk or chip shortbread dough, it is best to be patient and use a serated slicing knife. It is also helpful to thoroughly chill the dough before attempting to slice, as the textures of refrigerated chocolate and shortbread dough are much more similar than their textures at room temperatures.
For shortbread with nuts, most of the same tips apply as above. It is better to use whole or roughly chopped nuts in shortbread as adding ground nuts will change the texture of the dough and may make the final cookies not hold together too well. It is also helpful in this instance to chill the dough before slicing.
