Liquid shortening is vegetable oil just highly saturated. Since you can use lard to make BD there is no reason you cannot use liquid shortening.

Converting any vegetable oil or animal fat to BD " methoxide treatment" literally rips the VO or fat molecule apart.
It will not re solidify after processing unless it gets to cold. You may find that BD produced from liquid shortening has a higher cloud point so blending with #2 is a good idea during cooler times of the year, temps below 40 degrees.

 

The oil I have been collecting is liquid shortening. Haven't brewed it yet but I collected at as low as 55 degrees and it was still very much liquid. Wouldn't worry about it at all if you are going to process it.