Shinies will hopefully be available in the final version. For now they aren't since Skeli is mainly focused on bug fixing and moving the plot forward, and I do not really have the time to create shiny sprites in case we can't find all of them online (the sprites are less of an issue compared to the code not being there).
With regard to saves breaking, we don't know yet if they will. There may be some changes in the final version where it will be best to make a new save regardless of whether they break or not.