I like the "New Main Class" idea. I don't see the extra file in the root as a big problem. And I don't think the complexity of the final command matters at all because it is hidden from 99.999% of users.
But anything you can remove from the script means you can potentially remove it in several files: standalone.bat, standalone.sh, domain.bat, and domain.sh. That seems like a big win.
-1 on the shading though. I'd rather keep the ability to update/replace the two jars independently.
Stan