Hi Gorast,
If you iPod shuffle isn't going to the desired volume, please check the volume limit to see if it can be raised.
Manage iPod shuffle - iTunes Help
Set the maximum volume for your iPod shuffle
1. Set your iPod shuffle to the desired maximum volume.
2. Connect your device to your computer.
3. Click the device button, then click Summary (iPod shuffle 3rd generation or later only).
4. Select “Limit maximum volume.”
If you don’t see this option, you need to update the software on your iPod shuffle. Click Summary in the sidebar (if necessary), and click Update.
5. Drag the slider to the desired maximum volume.
The initial slider setting matches the volume the iPod shuffle was set to when you selected the “Limit maximum volume” checkbox.
6. To require a password to change this setting, click the lock, and enter a password.
Regards,
Nubz